+1,141.9%
JPM vs WDAY
+307.5%
+834.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.4% | 0.0% |
| 7D | +0.3% | -4.4% | +4.6% | +1.1% |
| 30D | -0.2% | +14.7% | -14.9% | -3.1% |
| 3M | +15.9% | +32.4% | -16.5% | +8.7% |
| 6M | +20.9% | +36.9% | -15.9% | +11.6% |
| YTD | +12.9% | -8.8% | +21.7% | +12.6% |
| 1Y | +20.3% | -15.3% | +35.6% | +21.4% |
| 3Y | +160.9% | -21.2% | +182.1% | +161.5% |
| 5Y | +154.8% | -29.5% | +184.3% | +153.7% |
| 10Y | +591.1% | +120.0% | +471.1% | +415.9% |
| All | +1,141.9% | +307.5% | +834.4% | +758.6% |
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