+313.3%
ANET vs WDAY
-25.7%
+338.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.6% |
| 7D | +3.0% | -5.2% | +8.2% | +3.7% |
| 30D | -5.2% | +5.9% | -11.1% | -6.5% |
| 3M | +27.6% | +42.3% | -14.7% | +17.5% |
| 6M | +44.4% | +34.7% | +9.7% | +33.9% |
| YTD | +52.3% | -13.5% | +65.9% | +63.7% |
| 1Y | +30.4% | -18.1% | +48.5% | +41.8% |
| 3Y | +313.3% | -26.4% | +339.6% | +349.5% |
| All | +313.3% | -25.7% | +338.9% | +349.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling