+1,156.2%
ABBV vs WDAY
+256.1%
+900.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +3.9% | -0.7% |
| 7D | +0.4% | -4.4% | +4.7% | +1.0% |
| 30D | +4.2% | +14.7% | -10.6% | +1.9% |
| 3M | +14.8% | +32.4% | -17.5% | +9.6% |
| 6M | +10.3% | +36.9% | -26.6% | +4.0% |
| YTD | +14.9% | -8.8% | +23.7% | +14.8% |
| 1Y | +24.1% | -15.3% | +39.4% | +25.1% |
| 3Y | +91.9% | -21.2% | +113.1% | +91.9% |
| 5Y | +176.0% | -29.5% | +205.5% | +174.9% |
| 10Y | +502.9% | +120.0% | +382.9% | +354.6% |
| All | +1,156.2% | +256.1% | +900.1% | +775.0% |
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 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