+377.3%
CSCO vs WDAY
+111.3%
+266.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | 0.0% | -7.4% | +7.4% | +1.5% |
| 30D | -10.7% | +1.0% | -11.7% | -11.8% |
| 3M | -8.7% | +32.7% | -41.4% | -16.0% |
| 6M | +44.9% | +25.6% | +19.3% | +33.6% |
| YTD | +44.1% | -13.4% | +57.5% | +45.2% |
| 1Y | +65.9% | -19.4% | +85.2% | +69.5% |
| 3Y | +109.0% | -25.8% | +134.8% | +112.2% |
| 5Y | +114.8% | -31.1% | +145.9% | +115.7% |
| 10Y | +377.3% | +113.3% | +264.0% | +242.6% |
| All | +377.3% | +111.3% | +266.1% | +242.6% |
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 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