-31.3%
BABA vs WDAY
-29.2%
-2.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +2.7% |
| 7D | -4.8% | -4.4% | -0.4% | -3.7% |
| 30D | -11.9% | +14.7% | -26.6% | -15.9% |
| 3M | -9.3% | +32.4% | -41.6% | -17.6% |
| 6M | -14.2% | +36.9% | -51.1% | -24.1% |
| YTD | -22.0% | -8.8% | -13.2% | -20.5% |
| 1Y | -12.7% | -15.3% | +2.6% | -9.2% |
| 3Y | +26.7% | -21.2% | +47.9% | +27.7% |
| All | -31.3% | -29.2% | -2.1% | -29.1% |
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