+534.7%
QQQ vs WDAY
+136.5%
+398.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.3% | -2.1% |
| 7D | +3.6% | +1.8% | +1.8% | +3.0% |
| 30D | -6.7% | +4.1% | -10.8% | -8.1% |
| 3M | -7.0% | -4.8% | -2.2% | -6.3% |
| 6M | -4.7% | +68.6% | -73.3% | -22.7% |
| YTD | +11.1% | -8.5% | +19.6% | +9.9% |
| 1Y | +12.3% | -12.1% | +24.4% | +12.4% |
| 3Y | +83.3% | -13.2% | +96.5% | +77.3% |
| 5Y | +77.5% | -33.7% | +111.2% | +82.9% |
| All | +534.7% | +136.5% | +398.2% | +323.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling