+104.7%
CSCO vs WDAY
-14.8%
+119.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.2% |
| 7D | -2.9% | -4.0% | +1.1% | -2.7% |
| 30D | -16.7% | +1.9% | -18.6% | -16.8% |
| 3M | -18.4% | +5.9% | -24.3% | -18.8% |
| 6M | +2.9% | +48.8% | -45.9% | -1.4% |
| YTD | +30.4% | -11.4% | +41.9% | +35.8% |
| 1Y | +41.4% | -15.5% | +56.9% | +48.3% |
| 3Y | +104.7% | -15.6% | +120.3% | +104.7% |
| All | +104.7% | -14.8% | +119.5% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling