+54.3%
QCOM vs WDAY
-20.6%
+74.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.9% |
| 7D | +3.3% | -4.4% | +7.7% | +4.0% |
| 30D | +7.7% | +14.7% | -7.0% | +4.8% |
| 3M | -30.1% | +32.4% | -62.4% | -33.4% |
| 6M | +22.8% | +36.9% | -14.0% | +14.3% |
| YTD | +0.2% | -8.8% | +9.0% | +5.0% |
| 1Y | +7.9% | -15.3% | +23.1% | +15.0% |
| All | +54.3% | -20.6% | +74.9% | +54.0% |
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