-10.3%
WDAY vs ABNB
+24.6%
-34.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.8% |
| 7D | -4.4% | -4.0% | -0.4% | -2.9% |
| 30D | +14.7% | +19.3% | -4.6% | +7.9% |
| 3M | +32.4% | +36.1% | -3.7% | +19.3% |
| 6M | +36.9% | +34.2% | +2.6% | +23.8% |
| YTD | -8.8% | +34.1% | -42.9% | -17.5% |
| 1Y | -15.3% | +45.1% | -60.4% | -25.4% |
| 3Y | -21.2% | +37.1% | -58.3% | -31.9% |
| 5Y | -29.5% | +15.2% | -44.7% | -39.7% |
| All | -10.3% | +24.6% | -34.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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