+43.4%
ABBV vs WDAY
+70.0%
-26.6%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.9% | 0.0% |
| 7D | +1.3% | +1.8% | -0.6% | +1.2% |
| 30D | +4.7% | +4.1% | +0.6% | +4.4% |
| 3M | +18.3% | -4.8% | +23.2% | +18.5% |
| 6M | +43.4% | +68.6% | -25.2% | +42.4% |
| All | +43.4% | +70.0% | -26.6% | +42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling