+51.9%
QCOM vs WDAY
-15.1%
+67.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | +2.0% | -5.3% | +7.2% | +2.7% |
| 30D | +1.2% | +1.5% | -0.3% | +0.8% |
| 3M | +9.1% | +5.5% | +3.7% | +7.4% |
| 6M | -25.0% | +57.4% | -82.4% | -32.7% |
| YTD | +4.8% | -11.0% | +15.8% | +10.4% |
| 1Y | +3.6% | -15.8% | +19.4% | +10.7% |
| All | +51.9% | -15.1% | +67.0% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling