+1,353.7%
ABBV vs WDAY
+247.7%
+1,106.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +0.1% | -5.3% | +5.3% | +0.8% |
| 30D | +5.6% | +1.5% | +4.0% | +5.3% |
| 3M | +18.7% | +5.5% | +13.2% | +17.3% |
| 6M | +47.4% | +57.4% | -10.0% | +36.6% |
| YTD | +33.0% | -11.0% | +44.0% | +33.2% |
| 1Y | +34.9% | -15.8% | +50.7% | +36.2% |
| 3Y | +135.2% | -16.9% | +152.1% | +132.8% |
| 5Y | +202.1% | -35.3% | +237.3% | +205.3% |
| 10Y | +602.6% | +131.0% | +471.5% | +424.1% |
| All | +1,353.7% | +247.7% | +1,106.0% | +914.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling