+8,414.7%
NFLX vs WDAY
+307.5%
+8,107.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.4% | 0.0% | -3.2% |
| 7D | -4.2% | -4.4% | +0.1% | -2.5% |
| 30D | +5.5% | +14.7% | -9.3% | -0.9% |
| 3M | -4.1% | +32.4% | -36.4% | -16.0% |
| 6M | -20.7% | +36.9% | -57.6% | -33.0% |
| YTD | -16.5% | -8.8% | -7.7% | -16.9% |
| 1Y | -37.8% | -15.3% | -22.5% | -36.5% |
| 3Y | +77.9% | -21.2% | +99.1% | +78.4% |
| 5Y | +32.5% | -29.5% | +62.0% | +36.8% |
| 10Y | +703.6% | +120.0% | +583.5% | +407.6% |
| All | +8,414.7% | +307.5% | +8,107.2% | +4,393.5% |
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