+162.3%
JPM vs WDAY
-25.5%
+187.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | -0.4% | -7.4% | +7.0% | +0.2% |
| 30D | -1.4% | +1.0% | -2.4% | -1.6% |
| 3M | +13.9% | +32.7% | -18.7% | +10.7% |
| 6M | +23.5% | +25.6% | -2.1% | +20.7% |
| YTD | +11.6% | -13.4% | +25.0% | +15.0% |
| 1Y | +21.4% | -19.4% | +40.7% | +26.0% |
| All | +162.3% | -25.5% | +187.8% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling