-1.3%
IONQ vs WDAY
-19.6%
+18.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +2.9% |
| 7D | +7.1% | -6.1% | +13.2% | +7.7% |
| 30D | -8.9% | +3.7% | -12.6% | -9.8% |
| 3M | -35.6% | +29.6% | -65.1% | -38.0% |
| 6M | +13.3% | +23.3% | -10.1% | +12.6% |
| YTD | -9.8% | -13.3% | +3.5% | +4.4% |
| 1Y | -1.3% | -19.6% | +18.3% | +20.2% |
| All | -1.3% | -19.6% | +18.3% | +20.2% |
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