+585.7%
JPM vs WDAY
+114.2%
+471.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.3% | -10.5% | +8.2% | -0.4% |
| 30D | -2.3% | +2.1% | -4.4% | -3.2% |
| 3M | +14.9% | +34.6% | -19.8% | +7.3% |
| 6M | +23.6% | +29.9% | -6.3% | +15.2% |
| YTD | +11.3% | -13.8% | +25.1% | +12.5% |
| 1Y | +19.9% | -18.3% | +38.2% | +22.1% |
| 3Y | +162.6% | -26.2% | +188.7% | +167.0% |
| 5Y | +154.6% | -30.8% | +185.4% | +154.7% |
| All | +585.7% | +114.2% | +471.5% | +418.7% |
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 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