+45.4%
GILD vs WDAY
-14.6%
+60.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +4.1% |
| 7D | +9.6% | -1.2% | +10.8% | +9.6% |
| 30D | +20.6% | +6.8% | +13.8% | +20.3% |
| 3M | +29.7% | +17.8% | +11.9% | +29.1% |
| 6M | +33.1% | +57.8% | -24.7% | +32.9% |
| YTD | +44.7% | -6.0% | +50.7% | +46.1% |
| 1Y | +45.4% | -13.5% | +58.9% | +47.6% |
| All | +45.4% | -14.6% | +60.0% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling