+193.4%
JNJ vs WDAY
+114.2%
+79.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -4.3% | -10.5% | +6.2% | -3.6% |
| 30D | +3.0% | +2.1% | +0.9% | +2.8% |
| 3M | +12.2% | +34.6% | -22.4% | +9.6% |
| 6M | +10.5% | +29.9% | -19.4% | +7.8% |
| YTD | +30.8% | -13.8% | +44.6% | +31.7% |
| 1Y | +54.9% | -18.3% | +73.2% | +56.4% |
| 3Y | +80.7% | -26.2% | +106.8% | +81.9% |
| 5Y | +83.4% | -30.8% | +114.2% | +83.6% |
| All | +193.4% | +114.2% | +79.2% | +154.1% |
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