+292.4%
INTC vs WDAY
+308.8%
-16.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.6% | -3.2% |
| 7D | +6.0% | +1.8% | +4.2% | +5.5% |
| 30D | -39.2% | +4.1% | -43.3% | -40.0% |
| 3M | -42.9% | -4.8% | -38.1% | -42.8% |
| 6M | -50.4% | +68.6% | -119.0% | -58.4% |
| YTD | +61.7% | -8.5% | +70.2% | +58.3% |
| 1Y | +66.1% | -12.1% | +78.2% | +64.2% |
| 3Y | +58.1% | -13.2% | +71.3% | +54.2% |
| 5Y | +27.9% | -33.7% | +61.6% | +30.2% |
| 10Y | +111.1% | +137.4% | -26.3% | +57.0% |
| All | +292.4% | +308.8% | -16.5% | +186.1% |
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