-2.5%
IBM vs WDAY
-15.6%
+13.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +2.1% |
| 7D | -0.3% | -4.4% | +4.1% | +1.2% |
| 30D | +0.3% | +14.7% | -14.5% | -6.0% |
| 3M | -21.6% | +32.4% | -54.0% | -31.3% |
| 6M | -4.7% | +36.9% | -41.6% | -18.7% |
| YTD | -19.1% | -8.8% | -10.2% | -27.8% |
| 1Y | -2.5% | -15.3% | +12.8% | -12.6% |
| All | -2.5% | -15.6% | +13.1% | -12.6% |
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