-9.1%
ABT vs WDAY
-31.4%
+22.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.9% |
| 7D | -3.1% | -6.1% | +3.0% | -2.3% |
| 30D | -2.1% | +3.7% | -5.8% | -2.9% |
| 3M | +17.4% | +29.6% | -12.1% | +12.6% |
| 6M | -2.4% | +23.3% | -25.7% | -6.1% |
| YTD | -14.2% | -13.3% | -0.9% | -13.1% |
| 1Y | -18.3% | -19.6% | +1.3% | -16.5% |
| 3Y | +11.5% | -25.7% | +37.2% | +12.6% |
| All | -9.1% | -31.4% | +22.3% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling