+14,942.1%
AVGO vs WDAY
+307.5%
+14,634.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +1.9% |
| 7D | -3.0% | -4.4% | +1.4% | -1.7% |
| 30D | -14.4% | +14.7% | -29.2% | -19.0% |
| 3M | -14.4% | +32.4% | -46.8% | -24.1% |
| 6M | +13.1% | +36.9% | -23.7% | -2.8% |
| YTD | +3.8% | -8.8% | +12.6% | +2.4% |
| 1Y | +17.8% | -15.3% | +33.1% | +18.3% |
| 3Y | +325.3% | -21.2% | +346.5% | +329.2% |
| 5Y | +689.9% | -29.5% | +719.4% | +703.1% |
| 10Y | +2,597.0% | +120.0% | +2,477.0% | +1,738.9% |
| All | +14,942.1% | +307.5% | +14,634.6% | +9,558.9% |
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 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