+93.9%
QQQ vs WDAY
-31.8%
+125.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -1.3% | -10.5% | +9.3% | +1.6% |
| 30D | -1.4% | +2.1% | -3.5% | -2.6% |
| 3M | +2.3% | +34.6% | -32.4% | -7.7% |
| 6M | +16.9% | +29.9% | -13.0% | +5.1% |
| YTD | +15.6% | -13.8% | +29.5% | +19.8% |
| 1Y | +22.6% | -18.3% | +40.9% | +28.6% |
| 3Y | +93.5% | -26.2% | +119.7% | +102.5% |
| 5Y | +93.9% | -30.8% | +124.7% | +102.7% |
| All | +93.9% | -31.8% | +125.7% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling