+687.9%
NFLX vs WDAY
+111.3%
+576.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -8.1% | -7.4% | -0.7% | -5.0% |
| 30D | -0.3% | +1.0% | -1.4% | -1.5% |
| 3M | -6.6% | +32.7% | -39.3% | -19.1% |
| 6M | -22.7% | +25.6% | -48.3% | -32.9% |
| YTD | -18.9% | -13.4% | -5.5% | -17.2% |
| 1Y | -39.8% | -19.4% | -20.4% | -37.0% |
| 3Y | +71.7% | -25.8% | +97.5% | +76.8% |
| 5Y | +27.2% | -31.1% | +58.3% | +32.2% |
| 10Y | +687.9% | +113.3% | +574.6% | +399.9% |
| All | +687.9% | +111.3% | +576.6% | +399.9% |
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