+15.7%
BABA vs WDAY
+121.2%
-105.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +2.4% | -4.6% | +6.9% | +3.8% |
| 30D | -7.8% | +1.2% | -9.0% | -8.3% |
| 3M | -22.4% | +2.6% | -24.9% | -24.1% |
| 6M | -26.0% | +47.8% | -73.8% | -36.8% |
| YTD | -29.3% | -12.1% | -17.2% | -29.1% |
| 1Y | -37.5% | -17.1% | -20.4% | -36.3% |
| 3Y | +31.9% | -17.9% | +49.8% | +28.4% |
| 5Y | -33.4% | -35.1% | +1.7% | -31.9% |
| 10Y | +15.7% | +130.1% | -114.4% | -30.0% |
| All | +15.7% | +121.2% | -105.5% | -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