+46.1%
GOOGL vs WDAY
-15.6%
+61.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.9% |
| 7D | -2.3% | -4.4% | +2.0% | -2.1% |
| 30D | -6.6% | +14.7% | -21.4% | -7.1% |
| 3M | -9.0% | +32.4% | -41.4% | -10.0% |
| 6M | +11.8% | +36.9% | -25.1% | +11.4% |
| YTD | +8.3% | -8.8% | +17.1% | +10.7% |
| 1Y | +46.1% | -15.3% | +61.4% | +49.5% |
| All | +46.1% | -15.6% | +61.7% | +49.5% |
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 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