-13.3%
QCOM vs WDAY
+52.1%
-65.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.6% | +9.2% | +5.2% |
| 7D | +0.4% | -2.5% | +2.9% | +0.1% |
| 30D | -6.6% | +4.7% | -11.3% | -6.2% |
| 3M | +3.7% | +13.3% | -9.6% | +5.3% |
| 6M | -13.3% | +57.3% | -70.6% | -1.6% |
| All | -13.3% | +52.1% | -65.4% | -1.6% |
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