-45.0%
CMCSA vs WDAY
-32.3%
-12.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.2% |
| 7D | +0.1% | -6.1% | +6.2% | +1.1% |
| 30D | +3.8% | +3.7% | +0.1% | +2.9% |
| 3M | +12.3% | +29.6% | -17.3% | +7.0% |
| 6M | -15.4% | +23.3% | -38.7% | -19.0% |
| YTD | -2.5% | -13.3% | +10.8% | -0.4% |
| 1Y | -13.4% | -19.6% | +6.3% | -10.3% |
| 3Y | -30.4% | -25.7% | -4.7% | -28.8% |
| 5Y | -45.0% | -31.6% | -13.5% | -46.8% |
| All | -45.0% | -32.3% | -12.7% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling