+142.1%
GOOG vs WDAY
-25.9%
+168.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -2.5% | -10.5% | +8.1% | -1.2% |
| 30D | -3.6% | +2.1% | -5.7% | -4.1% |
| 3M | -6.4% | +34.6% | -41.1% | -10.2% |
| 6M | +7.8% | +29.9% | -22.1% | +3.8% |
| YTD | +5.5% | -13.8% | +19.3% | +9.6% |
| 1Y | +38.3% | -18.3% | +56.6% | +44.7% |
| All | +142.1% | -25.9% | +168.0% | +149.1% |
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