+118.6%
CMCSA vs WDAY
+307.5%
-188.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +0.3% |
| 7D | -2.1% | -4.4% | +2.3% | -1.4% |
| 30D | +7.0% | +14.7% | -7.7% | +4.1% |
| 3M | +15.1% | +32.4% | -17.3% | +8.8% |
| 6M | -15.4% | +36.9% | -52.2% | -21.1% |
| YTD | -1.9% | -8.8% | +6.9% | -1.9% |
| 1Y | -12.7% | -15.3% | +2.6% | -11.7% |
| 3Y | -31.0% | -21.2% | -9.8% | -30.7% |
| 5Y | -46.1% | -29.5% | -16.6% | -46.2% |
| 10Y | +10.8% | +120.0% | -109.2% | -11.2% |
| All | +118.6% | +307.5% | -188.8% | +62.3% |
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