+324.2%
CSCO vs WDAY
+121.2%
+203.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -4.7% | -4.6% | -0.1% | -3.8% |
| 30D | -17.1% | +1.2% | -18.3% | -17.4% |
| 3M | -19.6% | +2.6% | -22.2% | -21.0% |
| 6M | +2.4% | +47.8% | -45.4% | -8.8% |
| YTD | +29.8% | -12.1% | +41.8% | +30.0% |
| 1Y | +38.7% | -17.1% | +55.8% | +40.8% |
| 3Y | +101.3% | -17.9% | +119.2% | +98.9% |
| 5Y | +94.8% | -35.1% | +129.9% | +99.2% |
| 10Y | +324.2% | +130.1% | +194.1% | +200.2% |
| All | +324.2% | +121.2% | +203.0% | +200.2% |
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