+16.0%
BABA vs WDAY
+133.1%
-117.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -3.6% | -5.3% | +1.7% | -2.1% |
| 30D | -8.4% | +1.5% | -9.9% | -9.0% |
| 3M | -20.6% | +5.5% | -26.1% | -23.0% |
| 6M | -25.4% | +57.4% | -82.8% | -37.6% |
| YTD | -30.1% | -11.0% | -19.1% | -30.2% |
| 1Y | -36.3% | -15.8% | -20.5% | -35.4% |
| 3Y | +30.4% | -16.9% | +47.3% | +26.4% |
| 5Y | -35.7% | -35.3% | -0.5% | -34.2% |
| 10Y | +16.0% | +131.0% | -115.0% | -30.0% |
| All | +16.0% | +133.1% | -117.1% | -30.0% |
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