+2,856.4%
AVGO vs WDAY
+111.3%
+2,745.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.8% | -7.4% | +6.6% | +1.7% |
| 30D | -13.7% | +1.0% | -14.7% | -15.0% |
| 3M | -6.9% | +32.7% | -39.6% | -18.7% |
| 6M | +5.8% | +25.6% | -19.8% | -7.5% |
| YTD | +5.7% | -13.4% | +19.0% | +6.5% |
| 1Y | +9.0% | -19.4% | +28.4% | +12.0% |
| 3Y | +340.5% | -25.8% | +366.3% | +355.8% |
| 5Y | +711.1% | -31.1% | +742.2% | +735.2% |
| 10Y | +2,856.4% | +113.3% | +2,743.1% | +1,881.7% |
| All | +2,856.4% | +111.3% | +2,745.2% | +1,881.7% |
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