+713.9%
CSCO vs WDAY
+295.9%
+418.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.4% |
| 7D | -2.9% | -4.0% | +1.1% | -2.2% |
| 30D | -16.7% | +1.9% | -18.6% | -17.1% |
| 3M | -18.4% | +5.9% | -24.3% | -20.3% |
| 6M | +2.9% | +48.8% | -45.9% | -7.7% |
| YTD | +30.4% | -11.4% | +41.9% | +29.9% |
| 1Y | +41.4% | -15.5% | +56.9% | +42.1% |
| 3Y | +104.7% | -15.6% | +120.3% | +100.9% |
| 5Y | +96.9% | -35.2% | +132.1% | +99.5% |
| 10Y | +321.5% | +123.9% | +197.6% | +212.0% |
| All | +713.9% | +295.9% | +418.0% | +463.2% |
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