+448.7%
AXP vs WDAY
+128.9%
+319.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.2% |
| 7D | +0.6% | -2.5% | +3.1% | +1.3% |
| 30D | +5.8% | +4.7% | +1.1% | +4.4% |
| 3M | -6.0% | +13.3% | -19.3% | -10.3% |
| 6M | +0.3% | +57.3% | -57.0% | -14.5% |
| YTD | -12.3% | -10.2% | -2.1% | -12.4% |
| 1Y | -11.2% | -14.1% | +2.8% | -10.3% |
| 3Y | +117.0% | -11.7% | +128.7% | +110.9% |
| 5Y | +93.2% | -33.5% | +126.6% | +97.2% |
| All | +448.7% | +128.9% | +319.8% | +280.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling