+140.3%
ASML vs WDAY
-7.6%
+147.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -3.6% |
| 7D | -10.0% | -1.2% | -8.8% | -10.0% |
| 30D | -19.4% | +6.8% | -26.3% | -19.4% |
| 3M | -12.5% | +17.8% | -30.3% | -12.5% |
| 6M | +8.2% | +57.8% | -49.6% | +6.8% |
| YTD | +40.7% | -6.0% | +46.7% | +55.4% |
| 1Y | +46.1% | -13.5% | +59.7% | +64.8% |
| All | +140.3% | -7.6% | +147.9% | +160.9% |
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 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