+465.0%
JPM vs WDAY
+136.5%
+328.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.1% | +0.4% |
| 7D | +3.5% | +1.8% | +1.7% | +3.1% |
| 30D | +3.3% | +4.1% | -0.8% | +2.4% |
| 3M | -4.2% | -4.8% | +0.7% | -3.7% |
| 6M | +16.4% | +68.6% | -52.2% | +3.3% |
| YTD | +9.5% | -8.5% | +18.0% | +9.3% |
| 1Y | +14.0% | -12.1% | +26.1% | +14.6% |
| 3Y | +153.1% | -13.2% | +166.3% | +148.7% |
| 5Y | +134.9% | -33.7% | +168.6% | +138.2% |
| All | +465.0% | +136.5% | +328.5% | +316.8% |
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 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