+22.8%
QCOM vs WDAY
+35.8%
-12.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | -0.2% |
| 7D | +3.3% | -4.4% | +7.7% | +3.1% |
| 30D | +7.7% | +14.7% | -7.0% | +8.6% |
| 3M | -30.1% | +32.4% | -62.4% | -25.8% |
| 6M | +22.8% | +36.9% | -14.0% | +24.5% |
| All | +22.8% | +35.8% | -12.9% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling