+11.7%
BABA vs WDAY
+136.5%
-124.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.9% |
| 7D | -13.8% | +1.8% | -15.6% | -14.2% |
| 30D | -15.1% | +4.1% | -19.2% | -16.3% |
| 3M | -22.7% | -4.8% | -17.9% | -22.2% |
| 6M | -34.7% | +68.6% | -103.3% | -46.5% |
| YTD | -35.0% | -8.5% | -26.5% | -35.7% |
| 1Y | -40.4% | -12.1% | -28.3% | -40.4% |
| 3Y | +21.9% | -13.2% | +35.1% | +16.5% |
| 5Y | -39.9% | -33.7% | -6.1% | -38.8% |
| All | +11.7% | +136.5% | -124.8% | -32.8% |
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