-44.7%
IONQ vs WDAY
-14.6%
-30.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | -8.9% | -1.2% | -7.7% | -8.8% |
| 30D | -31.3% | +6.8% | -38.1% | -31.8% |
| 3M | -29.2% | +17.8% | -47.0% | -30.8% |
| 6M | -35.4% | +57.8% | -93.3% | -41.1% |
| YTD | -34.2% | -6.0% | -28.1% | -23.1% |
| 1Y | -44.7% | -13.5% | -31.1% | -31.7% |
| All | -44.7% | -14.6% | -30.0% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling