+19.7%
QCOM vs WDAY
-35.8%
+55.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +13.0% | -4.8% | +17.8% | +14.5% |
| 30D | +0.2% | +2.5% | -2.3% | -0.9% |
| 3M | +9.2% | +8.8% | +0.5% | +4.8% |
| 6M | -15.0% | +60.7% | -75.7% | -30.9% |
| YTD | +5.2% | -11.2% | +16.4% | +7.6% |
| 1Y | +2.4% | -15.6% | +18.0% | +6.7% |
| 3Y | +52.0% | -17.1% | +69.1% | +51.0% |
| 5Y | +19.7% | -35.7% | +55.4% | +41.5% |
| All | +19.7% | -35.8% | +55.6% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling