+111.9%
INTC vs WDAY
+136.5%
-24.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.6% | -3.3% |
| 7D | +6.0% | +1.8% | +4.2% | +5.5% |
| 30D | -39.2% | +4.1% | -43.3% | -40.1% |
| 3M | -42.9% | -4.8% | -38.1% | -42.8% |
| 6M | -50.4% | +68.6% | -119.0% | -59.5% |
| YTD | +61.7% | -8.5% | +70.2% | +58.9% |
| 1Y | +66.1% | -12.1% | +78.2% | +65.1% |
| 3Y | +58.1% | -13.2% | +71.3% | +53.8% |
| 5Y | +27.9% | -33.7% | +61.6% | +32.0% |
| All | +111.9% | +136.5% | -24.5% | +44.7% |
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 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