+21.9%
BABA vs WDAY
-12.7%
+34.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | -13.8% | +1.8% | -15.6% | -13.9% |
| 30D | -15.1% | +4.1% | -19.2% | -15.3% |
| 3M | -22.7% | -4.8% | -17.9% | -22.6% |
| 6M | -34.7% | +68.6% | -103.3% | -37.8% |
| YTD | -35.0% | -8.5% | -26.5% | -33.1% |
| 1Y | -40.4% | -12.1% | -28.3% | -38.3% |
| 3Y | +21.9% | -13.2% | +35.1% | +27.6% |
| All | +21.9% | -12.7% | +34.7% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling