+596.2%
AXP vs WDAY
+320.1%
+276.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.7% |
| 7D | +4.6% | -1.2% | +5.8% | +4.9% |
| 30D | +9.7% | +6.8% | +2.9% | +7.8% |
| 3M | -3.8% | +17.8% | -21.6% | -8.5% |
| 6M | +4.8% | +57.8% | -53.0% | -9.0% |
| YTD | -9.1% | -6.0% | -3.1% | -10.4% |
| 1Y | -6.7% | -13.5% | +6.8% | -6.2% |
| 3Y | +125.2% | -7.6% | +132.8% | +117.5% |
| 5Y | +105.0% | -30.5% | +135.5% | +105.9% |
| 10Y | +481.5% | +143.9% | +337.6% | +320.4% |
| All | +596.2% | +320.1% | +276.1% | +369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling