+602.8%
ABBV vs WDAY
+129.5%
+473.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.2% | -4.8% | +6.9% | +2.7% |
| 30D | +8.0% | +2.5% | +5.5% | +7.6% |
| 3M | +19.1% | +8.8% | +10.3% | +17.4% |
| 6M | +43.5% | +60.7% | -17.2% | +33.8% |
| YTD | +32.7% | -11.2% | +44.0% | +33.3% |
| 1Y | +30.0% | -15.6% | +45.6% | +31.5% |
| 3Y | +134.7% | -17.1% | +151.9% | +133.1% |
| 5Y | +200.6% | -35.7% | +236.3% | +206.6% |
| All | +602.8% | +129.5% | +473.3% | +447.8% |
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