+9.0%
AVGO vs WDAY
-19.9%
+28.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.8% | -7.4% | +6.6% | -1.2% |
| 30D | -13.7% | +1.0% | -14.7% | -13.6% |
| 3M | -6.9% | +32.7% | -39.6% | -4.0% |
| 6M | +5.8% | +25.6% | -19.8% | +8.6% |
| YTD | +5.7% | -13.4% | +19.0% | +7.1% |
| 1Y | +9.0% | -19.4% | +28.4% | +10.3% |
| All | +9.0% | -19.9% | +28.9% | +10.3% |
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