-18.3%
ABT vs WDAY
-19.9%
+1.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -5.0% | -10.5% | +5.6% | -4.3% |
| 30D | -5.8% | +2.1% | -7.9% | -6.0% |
| 3M | +16.7% | +34.6% | -17.9% | +14.3% |
| 6M | -5.2% | +29.9% | -35.1% | -7.3% |
| YTD | -16.0% | -13.8% | -2.1% | -16.4% |
| 1Y | -18.3% | -18.3% | 0.0% | -18.7% |
| All | -18.3% | -19.9% | +1.7% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling