+1,093.0%
JPM vs WDAY
+296.8%
+796.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| YTD | +8.4% | -11.2% | +19.7% | +8.5% |
| 1Y | +9.1% | -15.6% | +24.7% | +10.0% |
| 3Y | +149.5% | -17.1% | +166.6% | +147.1% |
| 5Y | +132.6% | -35.7% | +168.3% | +135.7% |
| 10Y | +480.0% | +130.4% | +349.6% | +328.6% |
| All | +1,093.0% | +296.8% | +796.3% | +726.8% |
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 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