+459.5%
JPM vs WDAY
+129.5%
+330.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.6% | -4.8% | +6.4% | +2.5% |
| 30D | +3.4% | +2.5% | +1.0% | +2.9% |
| 3M | -5.7% | +8.8% | -14.4% | -7.7% |
| 6M | +13.5% | +60.7% | -47.2% | +1.7% |
| YTD | +8.4% | -11.2% | +19.7% | +8.9% |
| 1Y | +9.1% | -15.6% | +24.7% | +10.4% |
| 3Y | +149.5% | -17.1% | +166.6% | +147.4% |
| 5Y | +132.6% | -35.7% | +168.3% | +137.1% |
| All | +459.5% | +129.5% | +330.0% | +314.9% |
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