+226.8%
SOXX vs WDAY
-25.7%
+252.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.9% |
| 7D | +1.4% | -5.2% | +6.5% | +1.6% |
| 30D | -3.6% | +5.9% | -9.5% | -4.0% |
| 3M | -10.2% | +42.3% | -52.4% | -12.6% |
| 6M | +54.2% | +34.7% | +19.5% | +50.2% |
| YTD | +75.2% | -13.5% | +88.7% | +94.9% |
| 1Y | +107.5% | -18.1% | +125.6% | +133.7% |
| 3Y | +226.8% | -26.4% | +253.1% | +260.5% |
| All | +226.8% | -25.7% | +252.4% | +260.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling