+1,591.6%
AAPL vs WDAY
+307.5%
+1,284.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -1.0% |
| 7D | +0.1% | -4.4% | +4.4% | +1.3% |
| 30D | +3.0% | +14.7% | -11.8% | -1.6% |
| 3M | +2.9% | +32.4% | -29.5% | -6.4% |
| 6M | +22.1% | +36.9% | -14.8% | +8.3% |
| YTD | +18.0% | -8.8% | +26.9% | +17.4% |
| 1Y | +33.9% | -15.3% | +49.2% | +35.6% |
| 3Y | +71.2% | -21.2% | +92.4% | +72.6% |
| 5Y | +112.6% | -29.5% | +142.1% | +114.0% |
| 10Y | +1,198.8% | +120.0% | +1,078.7% | +875.1% |
| All | +1,591.6% | +307.5% | +1,284.1% | +1,098.5% |
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