+345.6%
AVGO vs WDAY
-25.5%
+371.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.9% | +7.8% | +3.7% |
| 7D | -0.3% | -6.1% | +5.8% | +0.6% |
| 30D | -13.8% | +3.7% | -17.5% | -14.7% |
| 3M | -6.9% | +29.6% | -36.5% | -12.0% |
| 6M | +11.9% | +23.3% | -11.4% | +6.8% |
| YTD | +6.9% | -13.3% | +20.2% | +14.6% |
| 1Y | +7.4% | -19.6% | +27.1% | +17.4% |
| 3Y | +345.6% | -25.7% | +371.2% | +391.2% |
| All | +345.6% | -25.5% | +371.0% | +391.2% |
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 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