+325.3%
ABT vs WDAY
+307.5%
+17.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.5% |
| 7D | -3.7% | -4.4% | +0.7% | -3.0% |
| 30D | +2.5% | +14.7% | -12.3% | -0.4% |
| 3M | +20.2% | +32.4% | -12.2% | +13.3% |
| 6M | -2.9% | +36.9% | -39.8% | -9.8% |
| YTD | -11.9% | -8.8% | -3.1% | -12.1% |
| 1Y | -16.5% | -15.3% | -1.3% | -15.8% |
| 3Y | +12.1% | -21.2% | +33.3% | +11.7% |
| 5Y | -7.4% | -29.5% | +22.1% | -8.2% |
| 10Y | +210.7% | +120.0% | +90.7% | +138.5% |
| All | +325.3% | +307.5% | +17.8% | +213.0% |
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