+230.9%
QCOM vs WDAY
+127.1%
+103.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.1% |
| 7D | +5.8% | -4.0% | +9.8% | +7.2% |
| 30D | -2.3% | +1.9% | -4.2% | -3.2% |
| 3M | +2.7% | +5.9% | -3.2% | -0.9% |
| 6M | -21.0% | +48.8% | -69.8% | -34.6% |
| YTD | +1.8% | -11.4% | +13.3% | +1.7% |
| 1Y | +2.4% | -15.5% | +18.0% | +3.9% |
| 3Y | +52.1% | -15.6% | +67.8% | +48.5% |
| 5Y | +14.6% | -35.2% | +49.8% | +19.5% |
| 10Y | +230.9% | +123.9% | +107.0% | +129.8% |
| All | +230.9% | +127.1% | +103.8% | +129.8% |
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