+1,534.9%
ASML vs WDAY
+121.2%
+1,413.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -2.9% | -4.6% | +1.7% | -1.4% |
| 30D | -15.2% | +1.2% | -16.4% | -16.0% |
| 3M | -12.9% | +2.6% | -15.5% | -15.6% |
| 6M | -5.0% | +47.8% | -52.8% | -23.5% |
| YTD | +41.8% | -12.1% | +53.9% | +39.3% |
| 1Y | +46.0% | -17.1% | +63.2% | +46.7% |
| 3Y | +133.5% | -17.9% | +151.3% | +123.2% |
| 5Y | +93.0% | -35.1% | +128.1% | +99.8% |
| 10Y | +1,534.9% | +130.1% | +1,404.8% | +896.3% |
| All | +1,534.9% | +121.2% | +1,413.7% | +896.3% |
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 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