+1,395.4%
ASML vs WDAY
+128.9%
+1,266.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.6% | +8.7% | +6.3% |
| 7D | -9.0% | -2.5% | -6.5% | -8.3% |
| 30D | -21.0% | +4.7% | -25.6% | -22.6% |
| 3M | -16.3% | +13.3% | -29.6% | -21.8% |
| 6M | -7.5% | +57.3% | -64.8% | -27.5% |
| YTD | +34.0% | -10.2% | +44.2% | +30.7% |
| 1Y | +39.3% | -14.1% | +53.4% | +37.9% |
| 3Y | +128.9% | -11.7% | +140.5% | +111.5% |
| 5Y | +76.1% | -33.5% | +109.5% | +80.8% |
| All | +1,395.4% | +128.9% | +1,266.5% | +805.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling