+99.8%
IBM vs WDAY
+307.5%
-207.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +1.1% |
| 7D | -0.3% | -4.4% | +4.1% | +0.5% |
| 30D | +0.3% | +14.7% | -14.5% | -2.7% |
| 3M | -21.6% | +32.4% | -54.0% | -26.1% |
| 6M | -4.7% | +36.9% | -41.6% | -10.9% |
| YTD | -19.1% | -8.8% | -10.2% | -19.4% |
| 1Y | -2.5% | -15.3% | +12.8% | -2.0% |
| 3Y | +74.2% | -21.2% | +95.4% | +74.3% |
| 5Y | +113.1% | -29.5% | +142.6% | +112.3% |
| 10Y | +133.5% | +120.0% | +13.5% | +85.8% |
| All | +99.8% | +307.5% | -207.7% | +51.8% |
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