+48.4%
QCOM vs WDAY
-12.7%
+61.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.7% | -3.1% |
| 7D | +4.3% | +1.8% | +2.4% | +4.0% |
| 30D | -0.1% | +4.1% | -4.2% | -0.8% |
| 3M | +5.2% | -4.8% | +10.1% | +5.6% |
| 6M | -18.4% | +68.6% | -87.0% | -27.9% |
| YTD | +2.4% | -8.5% | +10.9% | +7.4% |
| 1Y | +0.9% | -12.1% | +13.0% | +6.8% |
| 3Y | +48.4% | -13.2% | +61.6% | +52.5% |
| All | +48.4% | -12.7% | +61.1% | +52.5% |
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 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