-28.3%
BABA vs WDAY
-33.8%
+5.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +2.2% |
| 7D | +11.6% | -2.5% | +14.1% | +12.3% |
| 30D | +2.3% | +4.7% | -2.4% | +0.9% |
| 3M | -13.7% | +13.3% | -27.0% | -17.7% |
| 6M | -21.9% | +57.3% | -79.2% | -33.8% |
| YTD | -24.6% | -10.2% | -14.5% | -23.2% |
| 1Y | -34.1% | -14.1% | -20.0% | -31.9% |
| 3Y | +36.3% | -11.7% | +47.9% | +28.4% |
| All | -28.3% | -33.8% | +5.6% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling