+164.9%
ASML vs WDAY
-20.6%
+185.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.4% | +9.6% | +4.2% |
| 7D | +1.1% | -4.4% | +5.5% | +1.1% |
| 30D | +2.2% | +14.7% | -12.6% | +1.8% |
| 3M | -2.3% | +32.4% | -34.7% | -2.2% |
| 6M | +23.0% | +36.9% | -13.9% | +22.4% |
| YTD | +61.1% | -8.8% | +69.9% | +76.8% |
| 1Y | +129.1% | -15.3% | +144.4% | +155.2% |
| All | +164.9% | -20.6% | +185.6% | +176.8% |
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