+3,922.7%
DELL vs WDAY
+114.2%
+3,808.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | -1.9% | -10.5% | +8.7% | +1.2% |
| 30D | +14.9% | +2.1% | +12.8% | +13.0% |
| 3M | +37.2% | +34.6% | +2.6% | +21.0% |
| 6M | +254.0% | +29.9% | +224.1% | +214.6% |
| YTD | +306.1% | -13.8% | +320.0% | +310.0% |
| 1Y | +312.3% | -18.3% | +330.6% | +320.6% |
| 3Y | +654.0% | -26.2% | +680.2% | +679.3% |
| 5Y | +1,055.3% | -30.8% | +1,086.1% | +1,075.9% |
| All | +3,922.7% | +114.2% | +3,808.5% | +2,620.3% |
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