+221.6%
JNJ vs WDAY
+136.5%
+85.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.3% | +0.6% |
| 7D | +3.5% | +1.8% | +1.6% | +3.3% |
| 30D | +12.5% | +4.1% | +8.5% | +12.2% |
| 3M | +9.6% | -4.8% | +14.4% | +9.8% |
| 6M | +25.3% | +68.6% | -43.3% | +20.3% |
| YTD | +40.3% | -8.5% | +48.8% | +40.6% |
| 1Y | +49.6% | -12.1% | +61.7% | +50.3% |
| 3Y | +110.8% | -13.2% | +124.0% | +109.3% |
| 5Y | +99.1% | -33.7% | +132.9% | +101.0% |
| All | +221.6% | +136.5% | +85.2% | +176.3% |
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