+734.4%
ADBE vs WDAY
+307.5%
+426.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.4% | -1.4% | -4.2% |
| 7D | -8.6% | -4.4% | -4.2% | -6.6% |
| 30D | +2.8% | +14.7% | -12.0% | -4.4% |
| 3M | +3.1% | +32.4% | -29.2% | -10.6% |
| 6M | -2.4% | +36.9% | -39.3% | -17.2% |
| YTD | -23.9% | -8.8% | -15.0% | -22.3% |
| 1Y | -22.6% | -15.3% | -7.3% | -18.7% |
| 3Y | -52.7% | -21.2% | -31.5% | -50.5% |
| 5Y | -60.0% | -29.5% | -30.5% | -57.0% |
| 10Y | +157.3% | +120.0% | +37.3% | +76.8% |
| All | +734.4% | +307.5% | +426.9% | +412.3% |
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