+36.3%
CSCO vs WDAY
+35.8%
+0.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | -0.1% |
| 7D | -0.7% | -4.4% | +3.7% | -1.1% |
| 30D | -10.1% | +14.7% | -24.9% | -8.4% |
| 3M | -15.7% | +32.4% | -48.1% | -12.0% |
| 6M | +36.3% | +36.9% | -0.6% | +35.6% |
| All | +36.3% | +35.8% | +0.5% | +35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling