+202.0%
IONQ vs WDAY
-19.7%
+221.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.6% | +27.1% | +25.5% |
| 7D | +8.6% | -2.5% | +11.1% | +9.7% |
| 30D | -21.1% | +4.7% | -25.8% | -23.7% |
| 3M | -17.9% | +13.3% | -31.2% | -26.3% |
| 6M | -37.9% | +57.3% | -95.3% | -58.5% |
| YTD | -27.3% | -10.2% | -17.1% | -27.7% |
| 1Y | -43.2% | -14.1% | -29.1% | -41.5% |
| 3Y | +191.0% | -11.7% | +202.7% | +165.9% |
| 5Y | +69.3% | -33.5% | +102.7% | +95.6% |
| All | +202.0% | -19.7% | +221.7% | +218.9% |
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 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