+740.7%
GOOGL vs WDAY
+114.2%
+626.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -2.8% | -10.5% | +7.7% | +0.6% |
| 30D | -3.2% | +2.1% | -5.3% | -4.6% |
| 3M | -6.6% | +34.6% | -41.3% | -16.9% |
| 6M | +8.5% | +29.9% | -21.4% | -4.1% |
| YTD | +6.5% | -13.8% | +20.3% | +8.1% |
| 1Y | +39.4% | -18.3% | +57.7% | +43.3% |
| 3Y | +146.2% | -26.2% | +172.3% | +151.8% |
| 5Y | +138.3% | -30.8% | +169.2% | +140.1% |
| All | +740.7% | +114.2% | +626.5% | +441.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling