+1,784.9%
AAPL vs WDAY
+308.8%
+1,476.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.7% | -0.5% |
| 7D | +4.1% | +1.8% | +2.3% | +3.6% |
| 30D | +4.0% | +4.1% | -0.1% | +2.6% |
| 3M | +16.8% | -4.8% | +21.6% | +17.8% |
| 6M | +19.4% | +68.6% | -49.2% | +0.2% |
| YTD | +31.5% | -8.5% | +40.0% | +30.2% |
| 1Y | +31.0% | -12.1% | +43.1% | +30.9% |
| 3Y | +95.3% | -13.2% | +108.5% | +90.9% |
| 5Y | +143.4% | -33.7% | +177.1% | +148.5% |
| 10Y | +1,330.5% | +137.4% | +1,193.1% | +956.7% |
| All | +1,784.9% | +308.8% | +1,476.1% | +1,229.2% |
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