+17.8%
AVGO vs WDAY
-15.6%
+33.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | -0.1% |
| 7D | -3.0% | -4.4% | +1.4% | -3.2% |
| 30D | -14.4% | +14.7% | -29.2% | -13.5% |
| 3M | -14.4% | +32.4% | -46.8% | -11.5% |
| 6M | +13.1% | +36.9% | -23.8% | +16.6% |
| YTD | +3.8% | -8.8% | +12.6% | +6.0% |
| 1Y | +17.8% | -15.3% | +33.1% | +20.2% |
| All | +17.8% | -15.6% | +33.4% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling