+265.9%
IONQ vs WDAY
-18.5%
+284.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +4.4% |
| 7D | +0.8% | -4.4% | +5.2% | +3.2% |
| 30D | -1.0% | +14.7% | -15.8% | -10.9% |
| 3M | -39.8% | +32.4% | -72.2% | -52.2% |
| 6M | +6.4% | +36.9% | -30.4% | -21.3% |
| YTD | -11.9% | -8.8% | -3.1% | -12.3% |
| 1Y | -6.2% | -15.3% | +9.1% | -1.9% |
| 3Y | +125.7% | -21.2% | +146.9% | +130.1% |
| 5Y | +296.0% | -29.5% | +325.5% | +349.1% |
| All | +265.9% | -18.5% | +284.4% | +286.6% |
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