+19.2%
BABA vs WDAY
+132.7%
-113.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.9% | +4.3% |
| 7D | +4.3% | -1.2% | +5.5% | +4.7% |
| 30D | -5.0% | +6.8% | -11.8% | -7.0% |
| 3M | -18.4% | +17.8% | -36.2% | -23.5% |
| 6M | -20.3% | +57.8% | -78.1% | -33.4% |
| YTD | -27.5% | -6.0% | -21.5% | -29.0% |
| 1Y | -35.3% | -13.5% | -21.8% | -35.0% |
| 3Y | +31.2% | -7.6% | +38.7% | +22.7% |
| 5Y | -32.1% | -30.5% | -1.6% | -31.9% |
| 10Y | +14.7% | +143.9% | -129.2% | -30.1% |
| All | +19.2% | +132.7% | -113.5% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling