+307.7%
QCOM vs WDAY
+301.5%
+6.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.6% | +9.2% | +6.6% |
| 7D | +0.4% | -2.5% | +2.9% | +1.1% |
| 30D | -6.6% | +4.7% | -11.3% | -8.1% |
| 3M | +3.7% | +13.3% | -9.6% | -1.4% |
| 6M | -13.3% | +57.3% | -70.6% | -27.5% |
| YTD | -1.8% | -10.2% | +8.4% | -2.6% |
| 1Y | -2.5% | -14.1% | +11.6% | -2.2% |
| 3Y | +47.0% | -11.7% | +58.6% | +42.2% |
| 5Y | +13.1% | -33.5% | +46.6% | +16.1% |
| 10Y | +224.7% | +133.1% | +91.6% | +139.7% |
| All | +307.7% | +301.5% | +6.2% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling