+1,111.4%
QQQ vs WDAY
+287.7%
+823.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +1.3% |
| 7D | +1.5% | -6.1% | +7.6% | +3.2% |
| 30D | -0.6% | +3.7% | -4.3% | -2.5% |
| 3M | +0.4% | +29.6% | -29.1% | -8.8% |
| 6M | +20.1% | +23.3% | -3.3% | +8.9% |
| YTD | +17.2% | -13.3% | +30.5% | +17.9% |
| 1Y | +24.7% | -19.6% | +44.3% | +27.8% |
| 3Y | +96.2% | -25.7% | +121.8% | +100.3% |
| 5Y | +94.4% | -31.6% | +126.0% | +97.4% |
| 10Y | +556.7% | +109.9% | +446.7% | +382.5% |
| All | +1,111.4% | +287.7% | +823.7% | +722.7% |
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 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