+117.0%
AXP vs WDAY
-29.2%
+146.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | +0.1% |
| 7D | -2.1% | -4.4% | +2.2% | -1.1% |
| 30D | -6.5% | +14.7% | -21.3% | -10.2% |
| 3M | +4.6% | +32.4% | -27.7% | -3.7% |
| 6M | +5.4% | +36.9% | -31.5% | -5.0% |
| YTD | -11.1% | -8.8% | -2.3% | -10.3% |
| 1Y | -0.3% | -15.3% | +15.0% | +2.5% |
| 3Y | +111.6% | -21.2% | +132.8% | +115.1% |
| All | +117.0% | -29.2% | +146.2% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling