+224.0%
IONQ vs WDAY
-21.3%
+245.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | +16.7% | -4.6% | +21.2% | +19.2% |
| 30D | -12.3% | +1.2% | -13.5% | -13.6% |
| 3M | -17.7% | +2.6% | -20.3% | -21.7% |
| 6M | -28.9% | +47.8% | -76.7% | -50.1% |
| YTD | -22.0% | -12.1% | -10.0% | -21.6% |
| 1Y | -36.8% | -17.1% | -19.7% | -33.4% |
| 3Y | +228.2% | -17.9% | +246.1% | +218.2% |
| 5Y | +91.9% | -35.1% | +127.0% | +124.3% |
| All | +224.0% | -21.3% | +245.3% | +245.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling