+110.8%
JNJ vs WDAY
-12.7%
+123.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.3% | +0.8% |
| 7D | +3.5% | +1.8% | +1.6% | +3.4% |
| 30D | +12.5% | +4.1% | +8.5% | +12.5% |
| 3M | +9.6% | -4.8% | +14.4% | +9.6% |
| 6M | +25.3% | +68.6% | -43.3% | +25.8% |
| YTD | +40.3% | -8.5% | +48.8% | +41.3% |
| 1Y | +49.6% | -12.1% | +61.7% | +50.8% |
| 3Y | +110.8% | -13.2% | +124.0% | +110.8% |
| All | +110.8% | -12.7% | +123.5% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling