+388.0%
DELL vs WDAY
-12.7%
+400.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.0% | -10.2% | -7.7% |
| 7D | +4.9% | +1.8% | +3.0% | +4.5% |
| 30D | -32.1% | +4.1% | -36.1% | -32.8% |
| 3M | -30.2% | -4.8% | -25.4% | -29.9% |
| 6M | +41.7% | +68.6% | -26.9% | +22.5% |
| YTD | +176.6% | -8.5% | +185.1% | +184.2% |
| 1Y | +159.9% | -12.1% | +172.0% | +169.7% |
| 3Y | +388.0% | -13.2% | +401.2% | +401.8% |
| All | +388.0% | -12.7% | +400.7% | +401.8% |
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