+131.6%
IBM vs WDAY
+109.7%
+21.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.2% |
| 7D | +0.3% | -6.1% | +6.4% | +1.6% |
| 30D | -1.5% | +3.7% | -5.2% | -2.7% |
| 3M | -16.8% | +29.6% | -46.3% | -21.8% |
| 6M | -9.0% | +23.3% | -32.4% | -14.1% |
| YTD | -20.1% | -13.3% | -6.8% | -19.8% |
| 1Y | -7.0% | -19.6% | +12.6% | -5.8% |
| 3Y | +72.4% | -25.7% | +98.1% | +73.9% |
| 5Y | +112.0% | -31.6% | +143.5% | +112.5% |
| 10Y | +131.6% | +109.9% | +21.6% | +81.4% |
| All | +131.6% | +109.7% | +21.9% | +81.4% |
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