+194.9%
IONQ vs WDAY
-15.1%
+210.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.0% |
| 7D | +15.3% | -5.3% | +20.6% | +16.8% |
| 30D | -6.1% | +1.5% | -7.6% | -6.9% |
| 3M | -21.6% | +5.5% | -27.0% | -24.1% |
| 6M | -40.1% | +57.4% | -97.6% | -51.9% |
| YTD | -24.1% | -11.0% | -13.1% | -18.9% |
| 1Y | -37.4% | -15.8% | -21.6% | -31.0% |
| All | +194.9% | -15.1% | +210.0% | +215.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling