+1,472.1%
AXTI vs WDAY
+114.9%
+1,357.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +5.1% | -5.2% | +10.2% | +6.6% |
| 30D | -17.5% | +5.9% | -23.4% | -20.9% |
| 3M | -26.7% | +42.3% | -68.9% | -39.4% |
| 6M | +36.8% | +34.7% | +2.0% | +12.4% |
| YTD | +296.1% | -13.5% | +309.7% | +289.2% |
| 1Y | +1,810.6% | -18.1% | +1,828.7% | +1,810.0% |
| 3Y | +2,587.6% | -26.4% | +2,613.9% | +2,592.8% |
| 5Y | +601.7% | -30.6% | +632.3% | +601.6% |
| All | +1,472.1% | +114.9% | +1,357.2% | +809.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling