+504.9%
ABBV vs WDAY
+114.9%
+390.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +0.3% | -5.2% | +5.4% | +0.9% |
| 30D | +3.4% | +5.9% | -2.6% | +2.4% |
| 3M | +15.2% | +42.3% | -27.1% | +9.6% |
| 6M | +14.7% | +34.7% | -20.0% | +9.1% |
| YTD | +15.2% | -13.5% | +28.7% | +16.2% |
| 1Y | +20.4% | -18.1% | +38.5% | +22.0% |
| 3Y | +91.3% | -26.4% | +117.7% | +93.5% |
| 5Y | +189.6% | -30.6% | +220.2% | +190.0% |
| All | +504.9% | +114.9% | +390.0% | +373.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling