+135.1%
ABBV vs WDAY
-12.7%
+147.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.9% | +0.1% |
| 7D | +1.3% | +1.8% | -0.6% | +1.2% |
| 30D | +4.7% | +4.1% | +0.6% | +4.5% |
| 3M | +18.3% | -4.8% | +23.2% | +18.4% |
| 6M | +43.4% | +68.6% | -25.2% | +41.1% |
| YTD | +33.0% | -8.5% | +41.5% | +34.7% |
| 1Y | +30.8% | -12.1% | +42.9% | +32.8% |
| 3Y | +135.1% | -13.2% | +148.3% | +137.7% |
| All | +135.1% | -12.7% | +147.9% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling