-2.1%
BKNG vs WDAY
+24.3%
-26.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -13.1% | -7.4% | -5.7% | -11.6% |
| 30D | -18.5% | +1.0% | -19.5% | -18.8% |
| 3M | +5.8% | +32.7% | -26.9% | -2.6% |
| 6M | -2.1% | +25.6% | -27.7% | -5.6% |
| All | -2.1% | +24.3% | -26.4% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling