+2,838.2%
ASML vs WDAY
+320.1%
+2,518.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -4.2% |
| 7D | -10.0% | -1.2% | -8.8% | -9.8% |
| 30D | -19.4% | +6.8% | -26.3% | -21.4% |
| 3M | -12.5% | +17.8% | -30.3% | -18.4% |
| 6M | +8.2% | +57.8% | -49.6% | -12.1% |
| YTD | +40.7% | -6.0% | +46.7% | +35.2% |
| 1Y | +46.1% | -13.5% | +59.7% | +44.3% |
| 3Y | +138.5% | -7.6% | +146.1% | +121.0% |
| 5Y | +84.2% | -30.5% | +114.7% | +85.0% |
| 10Y | +1,505.1% | +143.9% | +1,361.3% | +998.4% |
| All | +2,838.2% | +320.1% | +2,518.2% | +1,912.5% |
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