+26.7%
NFLX vs WDAY
-32.3%
+59.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | +0.1% |
| 7D | -5.0% | -6.1% | +1.1% | -2.5% |
| 30D | +3.5% | +3.7% | -0.1% | +1.4% |
| 3M | -7.1% | +29.6% | -36.7% | -18.2% |
| 6M | -22.5% | +23.3% | -45.8% | -31.5% |
| YTD | -18.1% | -13.3% | -4.9% | -14.7% |
| 1Y | -38.3% | -19.6% | -18.7% | -33.9% |
| 3Y | +73.4% | -25.7% | +99.0% | +80.2% |
| 5Y | +26.7% | -31.6% | +58.2% | +41.7% |
| All | +26.7% | -32.3% | +59.0% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling