+150.5%
GOOGL vs WDAY
-25.5%
+175.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | +0.6% |
| 7D | +1.1% | -6.1% | +7.2% | +1.8% |
| 30D | -4.4% | +3.7% | -8.1% | -5.1% |
| 3M | -6.8% | +29.6% | -36.4% | -10.2% |
| 6M | +13.6% | +23.3% | -9.8% | +10.3% |
| YTD | +8.3% | -13.3% | +21.6% | +12.3% |
| 1Y | +44.9% | -19.6% | +64.6% | +52.0% |
| 3Y | +150.5% | -25.7% | +176.1% | +156.5% |
| All | +150.5% | -25.5% | +175.9% | +156.5% |
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 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