+6,922.9%
NFLX vs WDAY
+297.8%
+6,625.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.5% |
| 7D | -2.8% | -5.3% | +2.5% | -0.6% |
| 30D | -8.6% | +1.5% | -10.1% | -9.3% |
| 3M | -13.7% | +5.5% | -19.2% | -16.3% |
| 6M | -24.5% | +57.4% | -81.9% | -39.2% |
| YTD | -31.2% | -11.0% | -20.2% | -30.9% |
| 1Y | -43.2% | -15.8% | -27.4% | -42.0% |
| 3Y | +44.3% | -16.9% | +61.2% | +41.2% |
| 5Y | -1.9% | -35.3% | +33.4% | +4.7% |
| 10Y | +462.3% | +131.0% | +331.3% | +248.7% |
| All | +6,922.9% | +297.8% | +6,625.0% | +3,633.2% |
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