+179.4%
INTC vs WDAY
-25.5%
+204.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.9% | +13.9% | +9.1% |
| 7D | +17.4% | -6.1% | +23.5% | +17.5% |
| 30D | +2.8% | +3.7% | -0.9% | +2.4% |
| 3M | -5.3% | +29.6% | -34.8% | -6.0% |
| 6M | +140.6% | +23.3% | +117.3% | +140.3% |
| YTD | +183.1% | -13.3% | +196.4% | +213.9% |
| 1Y | +326.8% | -19.6% | +346.4% | +382.6% |
| 3Y | +179.4% | -25.7% | +205.1% | +196.6% |
| All | +179.4% | -25.5% | +204.9% | +196.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling