+23.9%
BABA vs WDAY
+122.4%
-98.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +2.4% |
| 7D | +11.6% | -2.5% | +14.1% | +12.4% |
| 30D | +2.3% | +4.7% | -2.4% | +0.7% |
| 3M | -13.7% | +13.3% | -27.0% | -18.2% |
| 6M | -21.9% | +57.3% | -79.2% | -34.7% |
| YTD | -24.6% | -10.2% | -14.5% | -25.2% |
| 1Y | -34.1% | -14.1% | -20.0% | -33.8% |
| 3Y | +36.3% | -11.7% | +47.9% | +29.1% |
| 5Y | -26.7% | -33.5% | +6.7% | -25.6% |
| 10Y | +19.2% | +133.1% | -113.9% | -26.4% |
| All | +23.9% | +122.4% | -98.5% | -24.9% |
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