+181.0%
ABBV vs WDAY
-31.5%
+212.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -4.1% | -7.4% | +3.2% | -3.8% |
| 30D | +1.2% | +1.0% | +0.2% | +1.1% |
| 3M | +12.1% | +32.7% | -20.6% | +10.4% |
| 6M | +12.0% | +25.6% | -13.6% | +10.6% |
| YTD | +12.4% | -13.4% | +25.8% | +13.4% |
| 1Y | +22.9% | -19.4% | +42.3% | +24.4% |
| 3Y | +86.8% | -25.8% | +112.5% | +88.4% |
| 5Y | +181.0% | -31.1% | +212.1% | +180.0% |
| All | +181.0% | -31.5% | +212.6% | +180.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling