+254.0%
QCOM vs WDAY
+117.6%
+136.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +1.9% |
| 7D | +3.3% | -4.4% | +7.7% | +4.7% |
| 30D | +7.7% | +14.7% | -7.0% | +1.7% |
| 3M | -30.1% | +32.4% | -62.4% | -38.2% |
| 6M | +22.8% | +36.9% | -14.0% | +4.8% |
| YTD | +0.2% | -8.8% | +9.0% | -0.3% |
| 1Y | +7.9% | -15.3% | +23.1% | +9.8% |
| 3Y | +55.8% | -21.2% | +77.0% | +57.1% |
| 5Y | +30.1% | -29.5% | +59.6% | +32.4% |
| All | +254.0% | +117.6% | +136.4% | +153.5% |
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 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