+1,725.2%
GOOG vs WDAY
+287.7%
+1,437.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +1.4% |
| 7D | +1.1% | -6.1% | +7.2% | +2.8% |
| 30D | -5.1% | +3.7% | -8.8% | -6.7% |
| 3M | -7.1% | +29.6% | -36.7% | -15.2% |
| 6M | +12.7% | +23.3% | -10.7% | +2.6% |
| YTD | +7.1% | -13.3% | +20.4% | +8.0% |
| 1Y | +43.6% | -19.6% | +63.2% | +47.4% |
| 3Y | +146.8% | -25.7% | +172.4% | +151.2% |
| 5Y | +133.7% | -31.6% | +165.2% | +136.3% |
| 10Y | +773.3% | +109.9% | +663.4% | +528.0% |
| All | +1,725.2% | +287.7% | +1,437.5% | +1,075.2% |
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