+82.7%
JNJ vs WDAY
-31.5%
+114.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.8% |
| 7D | -3.0% | -7.4% | +4.4% | -2.8% |
| 30D | +2.5% | +1.0% | +1.5% | +2.5% |
| 3M | +13.2% | +32.7% | -19.4% | +12.6% |
| 6M | +11.3% | +25.6% | -14.3% | +10.8% |
| YTD | +31.1% | -13.4% | +44.5% | +31.9% |
| 1Y | +54.3% | -19.4% | +73.7% | +55.5% |
| 3Y | +81.1% | -25.8% | +106.9% | +82.0% |
| 5Y | +82.7% | -31.1% | +113.8% | +77.7% |
| All | +82.7% | -31.5% | +114.3% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling