+403.0%
AXP vs WDAY
+129.5%
+273.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.1% | -4.8% | +2.6% | -0.8% |
| 30D | +2.7% | +2.5% | +0.2% | +1.8% |
| 3M | -7.3% | +8.8% | -16.0% | -10.4% |
| 6M | +1.8% | +60.7% | -58.9% | -13.8% |
| YTD | -13.1% | -11.2% | -1.8% | -12.9% |
| 1Y | -13.7% | -15.6% | +1.9% | -12.4% |
| 3Y | +113.1% | -17.1% | +130.2% | +111.2% |
| 5Y | +85.9% | -35.7% | +121.6% | +91.9% |
| All | +403.0% | +129.5% | +273.5% | +242.5% |
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