+5,512.5%
ANET vs WDAY
+129.7%
+5,382.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +3.7% | -7.4% | +11.0% | +6.6% |
| 30D | +0.7% | +1.0% | -0.3% | -1.4% |
| 3M | +26.8% | +32.7% | -5.9% | +7.7% |
| 6M | +40.7% | +25.6% | +15.1% | +20.0% |
| YTD | +47.2% | -13.4% | +60.6% | +46.5% |
| 1Y | +36.0% | -19.4% | +55.3% | +38.4% |
| 3Y | +292.8% | -25.8% | +318.6% | +301.7% |
| 5Y | +761.9% | -31.1% | +793.0% | +785.3% |
| 10Y | +3,770.2% | +113.3% | +3,656.9% | +2,023.6% |
| All | +5,512.5% | +129.7% | +5,382.8% | +2,572.7% |
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