+526.5%
INTU vs WDAY
+307.5%
+219.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +2.0% | -1.0% |
| 7D | -7.1% | -4.4% | -2.7% | -5.3% |
| 30D | +1.5% | +14.7% | -13.3% | -5.1% |
| 3M | +10.7% | +32.4% | -21.7% | -3.2% |
| 6M | -23.8% | +36.9% | -60.7% | -34.1% |
| YTD | -49.3% | -8.8% | -40.5% | -47.9% |
| 1Y | -49.7% | -15.3% | -34.4% | -46.9% |
| 3Y | -38.0% | -21.2% | -16.8% | -34.7% |
| 5Y | -38.7% | -29.5% | -9.2% | -34.3% |
| 10Y | +221.3% | +120.0% | +101.3% | +145.3% |
| All | +526.5% | +307.5% | +219.1% | +355.3% |
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