+282.3%
INTC vs WDAY
+293.1%
-10.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -4.0% | -4.6% | +0.6% | -3.1% |
| 30D | -44.5% | +1.2% | -45.7% | -44.9% |
| 3M | -40.4% | +2.6% | -42.9% | -41.5% |
| 6M | -53.5% | +47.8% | -101.2% | -59.6% |
| YTD | +57.5% | -12.1% | +69.6% | +55.6% |
| 1Y | +51.2% | -17.1% | +68.3% | +51.7% |
| 3Y | +51.6% | -17.9% | +69.5% | +49.8% |
| 5Y | +23.5% | -35.1% | +58.6% | +26.3% |
| 10Y | +106.4% | +130.1% | -23.7% | +54.6% |
| All | +282.3% | +293.1% | -10.8% | +181.3% |
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