+54.9%
JNJ vs WDAY
-19.9%
+74.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -4.3% | -10.5% | +6.2% | -4.4% |
| 30D | +3.0% | +2.1% | +0.9% | +3.2% |
| 3M | +12.2% | +34.6% | -22.4% | +12.9% |
| 6M | +10.5% | +29.9% | -19.4% | +11.7% |
| YTD | +30.8% | -13.8% | +44.6% | +30.3% |
| 1Y | +54.9% | -18.3% | +73.2% | +54.5% |
| All | +54.9% | -19.9% | +74.9% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling