+120.2%
AXP vs WDAY
-14.8%
+135.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | -1.1% | -4.0% | +2.9% | -0.4% |
| 30D | +5.2% | +1.9% | +3.3% | +4.8% |
| 3M | -4.6% | +5.9% | -10.5% | -6.1% |
| 6M | +3.2% | +48.8% | -45.6% | -6.4% |
| YTD | -11.3% | -11.4% | +0.1% | -8.9% |
| 1Y | -11.0% | -15.5% | +4.5% | -7.5% |
| 3Y | +120.2% | -15.6% | +135.8% | +122.1% |
| All | +120.2% | -14.8% | +135.0% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling