+14,510.9%
AVGO vs WDAY
+308.8%
+14,202.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.0% | -7.8% | -5.7% |
| 7D | +18.2% | +1.8% | +16.3% | +17.3% |
| 30D | +0.2% | +4.1% | -3.8% | -1.4% |
| 3M | -16.8% | -4.8% | -12.0% | -16.3% |
| 6M | -16.5% | +68.6% | -85.1% | -33.0% |
| YTD | +0.8% | -8.5% | +9.3% | -1.4% |
| 1Y | +2.8% | -12.1% | +14.9% | +1.8% |
| 3Y | +278.5% | -13.2% | +291.7% | +266.9% |
| 5Y | +573.1% | -33.7% | +606.8% | +594.7% |
| 10Y | +2,598.7% | +137.4% | +2,461.2% | +1,690.2% |
| All | +14,510.9% | +308.8% | +14,202.1% | +9,201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling