-13.5%
WDAY vs ADSK
-10.6%
-2.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.0% | -5.1% | -3.7% |
| 7D | -1.2% | +11.4% | -12.7% | -9.9% |
| 30D | +6.8% | +21.9% | -15.1% | -9.9% |
| 3M | +17.8% | +13.9% | +4.0% | +4.2% |
| 6M | +57.8% | +9.1% | +48.7% | +43.3% |
| YTD | -6.0% | -8.8% | +2.7% | -5.6% |
| 1Y | -13.5% | -10.2% | -3.3% | -12.9% |
| All | -13.5% | -10.6% | -2.9% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling