+606.7%
AVGO vs WDAY
-35.8%
+642.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +25.0% | -4.8% | +29.7% | +26.5% |
| 30D | +2.0% | +2.5% | -0.5% | +1.1% |
| 3M | -12.3% | +8.8% | -21.0% | -15.4% |
| 6M | -12.8% | +60.7% | -73.5% | -27.2% |
| YTD | +5.9% | -11.2% | +17.1% | +8.5% |
| 1Y | +3.3% | -15.6% | +19.0% | +7.7% |
| 3Y | +293.1% | -17.1% | +310.2% | +299.4% |
| 5Y | +606.7% | -35.7% | +642.4% | +699.9% |
| All | +606.7% | -35.8% | +642.6% | +699.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling