+108.4%
IBM vs WDAY
+301.5%
-193.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.8% | -0.2% |
| 7D | -5.0% | -2.5% | -2.5% | -4.5% |
| 30D | +11.1% | +4.7% | +6.4% | +10.1% |
| 3M | +5.7% | +13.3% | -7.6% | +2.6% |
| 6M | +10.1% | +57.3% | -47.2% | +0.5% |
| YTD | -15.6% | -10.2% | -5.4% | -15.8% |
| 1Y | -19.5% | -14.1% | -5.5% | -19.3% |
| 3Y | +80.4% | -11.7% | +92.1% | +77.3% |
| 5Y | +140.0% | -33.5% | +173.5% | +141.5% |
| 10Y | +155.0% | +133.1% | +21.9% | +101.3% |
| All | +108.4% | +301.5% | -193.1% | +58.5% |
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 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