+89.6%
AXP vs WDAY
-33.8%
+123.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.4% |
| 7D | +0.6% | -2.5% | +3.1% | +1.2% |
| 30D | +5.8% | +4.7% | +1.1% | +4.6% |
| 3M | -6.0% | +13.3% | -19.3% | -9.7% |
| 6M | +0.3% | +57.3% | -57.0% | -12.9% |
| YTD | -12.3% | -10.2% | -2.1% | -11.3% |
| 1Y | -11.2% | -14.1% | +2.8% | -9.3% |
| 3Y | +117.0% | -11.7% | +128.7% | +112.6% |
| All | +89.6% | -33.8% | +123.4% | +93.5% |
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 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