+328.6%
ABT vs WDAY
+308.8%
+19.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.9% | +0.6% |
| 7D | -1.3% | +1.8% | -3.1% | -1.6% |
| 30D | +6.0% | +4.1% | +2.0% | +5.2% |
| 3M | -1.9% | -4.8% | +3.0% | -1.3% |
| 6M | +31.2% | +68.6% | -37.4% | +17.9% |
| YTD | -11.2% | -8.5% | -2.7% | -11.6% |
| 1Y | -14.0% | -12.1% | -1.9% | -13.8% |
| 3Y | +20.7% | -13.2% | +33.9% | +18.0% |
| 5Y | -6.7% | -33.7% | +27.1% | -6.3% |
| 10Y | +226.3% | +137.4% | +88.9% | +147.2% |
| All | +328.6% | +308.8% | +19.8% | +214.8% |
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