+197.1%
ABT vs WDAY
+114.9%
+82.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -5.9% | -5.2% | -0.7% | -5.0% |
| 30D | -8.1% | +5.9% | -14.0% | -9.4% |
| 3M | +14.5% | +42.3% | -27.7% | +6.1% |
| 6M | -6.3% | +34.7% | -41.0% | -13.0% |
| YTD | -17.1% | -13.5% | -3.6% | -16.3% |
| 1Y | -21.4% | -18.1% | -3.3% | -20.0% |
| 3Y | +5.9% | -26.4% | +32.3% | +7.1% |
| 5Y | -12.8% | -30.6% | +17.8% | -13.3% |
| All | +197.1% | +114.9% | +82.2% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling