+5.4%
CMCSA vs WDAY
+133.1%
-127.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | +0.7% | -5.3% | +6.0% | +1.7% |
| 30D | +21.0% | +1.5% | +19.4% | +20.6% |
| 3M | -0.9% | +5.5% | -6.4% | -2.5% |
| 6M | +2.9% | +57.4% | -54.5% | -6.9% |
| YTD | -5.9% | -11.0% | +5.1% | -5.3% |
| 1Y | +2.5% | -15.8% | +18.2% | +4.1% |
| 3Y | -28.3% | -16.9% | -11.4% | -28.7% |
| 5Y | -40.8% | -35.3% | -5.5% | -39.8% |
| 10Y | +5.4% | +131.0% | -125.6% | -17.5% |
| All | +5.4% | +133.1% | -127.7% | -17.5% |
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