+1,047.7%
QQQ vs WDAY
+308.8%
+738.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.3% | -2.0% |
| 7D | +3.6% | +1.8% | +1.8% | +3.1% |
| 30D | -6.7% | +4.1% | -10.8% | -8.0% |
| 3M | -7.0% | -4.8% | -2.2% | -6.4% |
| 6M | -4.7% | +68.6% | -73.3% | -20.9% |
| YTD | +11.1% | -8.5% | +19.6% | +9.6% |
| 1Y | +12.3% | -12.1% | +24.4% | +11.9% |
| 3Y | +83.3% | -13.2% | +96.5% | +78.0% |
| 5Y | +77.5% | -33.7% | +111.2% | +81.4% |
| 10Y | +528.3% | +137.4% | +390.8% | +346.7% |
| All | +1,047.7% | +308.8% | +738.9% | +664.8% |
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