+31.9%
BABA vs WDAY
-16.6%
+48.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | +2.4% | -4.6% | +6.9% | +2.7% |
| 30D | -7.8% | +1.2% | -9.0% | -7.9% |
| 3M | -22.4% | +2.6% | -24.9% | -22.7% |
| 6M | -26.0% | +47.8% | -73.8% | -28.7% |
| YTD | -29.3% | -12.1% | -17.2% | -27.0% |
| 1Y | -37.5% | -17.1% | -20.4% | -34.9% |
| 3Y | +31.9% | -17.9% | +49.8% | +38.2% |
| All | +31.9% | -16.6% | +48.5% | +38.2% |
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