+4,681.2%
DELL vs WDAY
+138.0%
+4,543.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +3.1% |
| 7D | +14.9% | -4.4% | +19.2% | +16.3% |
| 30D | +13.3% | +14.7% | -1.5% | +7.8% |
| 3M | +24.4% | +32.4% | -8.0% | +10.9% |
| 6M | +258.0% | +36.9% | +221.1% | +213.8% |
| YTD | +320.2% | -8.8% | +329.0% | +317.5% |
| 1Y | +319.1% | -15.3% | +334.3% | +323.6% |
| 3Y | +706.5% | -21.2% | +727.7% | +718.1% |
| 5Y | +1,071.9% | -29.5% | +1,101.4% | +1,089.6% |
| 10Y | +4,683.5% | +120.0% | +4,563.4% | +3,151.3% |
| All | +4,681.2% | +138.0% | +4,543.2% | +3,209.5% |
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