+495.1%
SBUX vs WDAY
+308.8%
+186.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.9% |
| 7D | +1.6% | +1.8% | -0.3% | +1.1% |
| 30D | +14.8% | +4.1% | +10.8% | +13.7% |
| 3M | -0.8% | -4.8% | +4.0% | -0.1% |
| 6M | +2.2% | +68.6% | -66.4% | -11.5% |
| YTD | +29.5% | -8.5% | +38.0% | +28.5% |
| 1Y | +27.0% | -12.1% | +39.1% | +27.1% |
| 3Y | +10.9% | -13.2% | +24.1% | +8.3% |
| 5Y | +7.4% | -33.7% | +41.2% | +8.7% |
| 10Y | +146.3% | +137.4% | +8.9% | +81.2% |
| All | +495.1% | +308.8% | +186.2% | +331.0% |
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