+646.8%
ADBE vs WDAY
+296.8%
+350.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.2% | -4.8% | +1.6% | -0.9% |
| 30D | +1.0% | +2.5% | -1.5% | -0.1% |
| 3M | -7.8% | +8.8% | -16.6% | -12.0% |
| 6M | -1.0% | +60.7% | -61.7% | -21.6% |
| YTD | -31.8% | -11.2% | -20.6% | -29.5% |
| 1Y | -29.2% | -15.6% | -13.6% | -25.3% |
| 3Y | -60.1% | -17.1% | -42.9% | -59.0% |
| 5Y | -63.7% | -35.7% | -28.0% | -59.4% |
| 10Y | +130.1% | +130.4% | -0.3% | +56.9% |
| All | +646.8% | +296.8% | +350.1% | +364.6% |
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