+1,777.6%
AAPL vs WDAY
+296.8%
+1,480.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +3.2% | -4.8% | +8.0% | +4.6% |
| 30D | +4.1% | +2.5% | +1.6% | +3.2% |
| 3M | +17.5% | +8.8% | +8.7% | +13.6% |
| 6M | +20.6% | +60.7% | -40.1% | +2.6% |
| YTD | +31.0% | -11.2% | +42.2% | +30.8% |
| 1Y | +30.2% | -15.6% | +45.8% | +31.7% |
| 3Y | +92.9% | -17.1% | +110.0% | +91.0% |
| 5Y | +142.4% | -35.7% | +178.1% | +149.6% |
| 10Y | +1,324.9% | +130.4% | +1,194.5% | +961.5% |
| All | +1,777.6% | +296.8% | +1,480.8% | +1,235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WDAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling