+797.4%
CSCO vs WDAY
+307.5%
+489.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +1.6% |
| 7D | -0.7% | -4.4% | +3.7% | +0.1% |
| 30D | -10.1% | +14.7% | -24.9% | -13.4% |
| 3M | -15.7% | +32.4% | -48.1% | -21.8% |
| 6M | +36.3% | +36.9% | -0.6% | +24.1% |
| YTD | +43.8% | -8.8% | +52.7% | +42.8% |
| 1Y | +63.9% | -15.3% | +79.2% | +65.0% |
| 3Y | +104.4% | -21.2% | +125.6% | +104.3% |
| 5Y | +111.4% | -29.5% | +140.9% | +110.5% |
| 10Y | +361.7% | +120.0% | +241.6% | +243.4% |
| All | +797.4% | +307.5% | +489.9% | +519.2% |
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 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