+718.9%
AVGO vs WDAY
-32.3%
+751.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.9% | +7.8% | +4.3% |
| 7D | -0.3% | -6.1% | +5.8% | +1.2% |
| 30D | -13.8% | +3.7% | -17.5% | -15.4% |
| 3M | -6.9% | +29.6% | -36.5% | -15.6% |
| 6M | +11.9% | +23.3% | -11.4% | +1.8% |
| YTD | +6.9% | -13.3% | +20.2% | +10.7% |
| 1Y | +7.4% | -19.6% | +27.1% | +13.5% |
| 3Y | +345.6% | -25.7% | +371.2% | +373.4% |
| 5Y | +718.9% | -31.6% | +750.5% | +803.3% |
| All | +718.9% | -32.3% | +751.2% | +803.3% |
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 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