+148.0%
ADBE vs WDAY
+114.2%
+33.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -12.9% | -10.5% | -2.4% | -7.4% |
| 30D | -5.6% | +2.1% | -7.7% | -7.6% |
| 3M | +6.6% | +34.6% | -28.0% | -10.7% |
| 6M | -9.6% | +29.9% | -39.5% | -23.3% |
| YTD | -28.9% | -13.8% | -15.1% | -25.0% |
| 1Y | -28.9% | -18.3% | -10.7% | -23.4% |
| 3Y | -55.6% | -26.2% | -29.4% | -51.9% |
| 5Y | -62.2% | -30.8% | -31.4% | -58.8% |
| All | +148.0% | +114.2% | +33.8% | +56.4% |
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