-11.2%
AXP vs WDAY
-16.0%
+4.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.9% |
| 7D | +0.6% | -2.5% | +3.1% | +0.8% |
| 30D | +5.8% | +4.7% | +1.1% | +5.3% |
| 3M | -6.0% | +13.3% | -19.3% | -7.3% |
| 6M | +0.3% | +57.3% | -57.0% | -5.5% |
| YTD | -12.3% | -10.2% | -2.1% | -11.9% |
| 1Y | -11.2% | -14.1% | +2.8% | -10.2% |
| All | -11.2% | -16.0% | +4.8% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling