+407.0%
AXP vs WDAY
+136.5%
+270.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | 0.0% |
| 7D | -0.1% | +1.8% | -2.0% | -0.6% |
| 30D | +4.4% | +4.1% | +0.4% | +3.1% |
| 3M | -6.4% | -4.8% | -1.6% | -5.6% |
| 6M | +4.2% | +68.6% | -64.5% | -13.0% |
| YTD | -12.4% | -8.5% | -3.8% | -12.9% |
| 1Y | -11.1% | -12.1% | +1.0% | -10.8% |
| 3Y | +114.9% | -13.2% | +128.1% | +110.1% |
| 5Y | +87.4% | -33.7% | +121.2% | +91.8% |
| All | +407.0% | +136.5% | +270.5% | +242.4% |
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