+97.7%
GOOG vs WDAY
-33.9%
+131.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.8% |
| 7D | +3.0% | +1.8% | +1.2% | +2.5% |
| 30D | -14.9% | +4.1% | -18.9% | -15.8% |
| 3M | -14.9% | -4.8% | -10.1% | -14.1% |
| 6M | -26.6% | +68.6% | -95.2% | -38.0% |
| YTD | -6.6% | -8.5% | +1.9% | -5.0% |
| 1Y | +5.1% | -12.1% | +17.2% | +8.1% |
| 3Y | +121.0% | -13.2% | +134.2% | +115.2% |
| All | +97.7% | -33.9% | +131.6% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling