+497.0%
JNJ vs WDAY
+307.5%
+189.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.2% | -0.7% |
| 7D | +2.7% | -4.4% | +7.0% | +3.0% |
| 30D | +7.4% | +14.7% | -7.4% | +6.1% |
| 3M | +21.2% | +32.4% | -11.2% | +18.2% |
| 6M | +13.4% | +36.9% | -23.5% | +9.9% |
| YTD | +35.1% | -8.8% | +44.0% | +35.3% |
| 1Y | +57.4% | -15.3% | +72.7% | +58.3% |
| 3Y | +86.8% | -21.2% | +108.0% | +86.9% |
| 5Y | +80.8% | -29.5% | +110.3% | +80.4% |
| 10Y | +202.7% | +120.0% | +82.7% | +158.7% |
| All | +497.0% | +307.5% | +189.5% | +387.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling