+1,502.1%
GOOGL vs WDAY
+308.8%
+1,193.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.9% |
| 7D | +3.9% | +1.8% | +2.0% | +3.3% |
| 30D | -14.9% | +4.1% | -19.0% | -15.9% |
| 3M | -14.6% | -4.8% | -9.7% | -13.7% |
| 6M | -26.4% | +68.6% | -95.1% | -38.6% |
| YTD | -5.3% | -8.5% | +3.2% | -6.1% |
| 1Y | +6.5% | -12.1% | +18.5% | +6.6% |
| 3Y | +126.0% | -13.2% | +139.2% | +118.9% |
| 5Y | +100.8% | -33.7% | +134.6% | +104.9% |
| 10Y | +673.8% | +137.4% | +536.4% | +436.9% |
| All | +1,502.1% | +308.8% | +1,193.2% | +908.7% |
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