+661.1%
ADBE vs WDAY
+308.8%
+352.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.4% |
| 7D | +1.6% | +1.8% | -0.3% | +0.7% |
| 30D | +1.0% | +4.1% | -3.1% | -0.8% |
| 3M | -10.1% | -4.8% | -5.3% | -8.0% |
| 6M | +3.0% | +68.6% | -65.7% | -20.4% |
| YTD | -30.5% | -8.5% | -22.0% | -29.2% |
| 1Y | -27.1% | -12.1% | -15.0% | -24.6% |
| 3Y | -58.8% | -13.2% | -45.6% | -58.7% |
| 5Y | -63.0% | -33.7% | -29.3% | -59.2% |
| 10Y | +134.5% | +137.4% | -3.0% | +57.6% |
| All | +661.1% | +308.8% | +352.2% | +366.7% |
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