+530.1%
INTC vs WDAY
+307.5%
+222.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.4% | +9.9% | +5.7% |
| 7D | +7.1% | -4.4% | +11.4% | +8.1% |
| 30D | -5.2% | +14.7% | -19.9% | -8.8% |
| 3M | -14.3% | +32.4% | -46.7% | -21.8% |
| 6M | +110.2% | +36.9% | +73.3% | +86.0% |
| YTD | +159.6% | -8.8% | +168.5% | +156.1% |
| 1Y | +289.3% | -15.3% | +304.6% | +290.0% |
| 3Y | +166.1% | -21.2% | +187.3% | +168.1% |
| 5Y | +94.4% | -29.5% | +123.9% | +96.0% |
| 10Y | +227.7% | +120.0% | +107.7% | +148.1% |
| All | +530.1% | +307.5% | +222.6% | +362.9% |
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