+6.0%
CMCSA vs WDAY
+114.2%
-108.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -5.6% | -10.5% | +5.0% | -3.5% |
| 30D | -1.9% | +2.1% | -4.0% | -2.6% |
| 3M | +6.4% | +34.6% | -28.2% | -0.2% |
| 6M | -16.9% | +29.9% | -46.8% | -22.3% |
| YTD | -6.8% | -13.8% | +7.0% | -5.5% |
| 1Y | -15.9% | -18.3% | +2.4% | -14.0% |
| 3Y | -33.4% | -26.2% | -7.3% | -32.2% |
| 5Y | -46.7% | -30.8% | -15.9% | -46.6% |
| All | +6.0% | +114.2% | -108.2% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling