+558.6%
QQQ vs WDAY
+114.9%
+443.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -0.6% | -5.2% | +4.6% | +1.0% |
| 30D | -1.2% | +5.9% | -7.2% | -3.9% |
| 3M | -0.2% | +42.3% | -42.5% | -13.2% |
| 6M | +17.9% | +34.7% | -16.8% | +2.4% |
| YTD | +16.6% | -13.5% | +30.2% | +18.0% |
| 1Y | +23.0% | -18.1% | +41.1% | +26.1% |
| 3Y | +92.9% | -26.4% | +119.3% | +98.5% |
| 5Y | +95.6% | -30.6% | +126.2% | +98.3% |
| All | +558.6% | +114.9% | +443.7% | +353.2% |
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