-20.8%
WDAY vs AXON
+140.4%
-161.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.2% | -1.2% | -4.3% |
| 7D | -4.4% | -14.2% | +9.8% | -0.8% |
| 30D | +14.7% | -15.4% | +30.1% | +18.9% |
| 3M | +32.4% | +0.5% | +31.9% | +31.1% |
| 6M | +36.9% | -9.5% | +46.4% | +36.9% |
| YTD | -8.8% | -9.2% | +0.4% | -9.4% |
| 1Y | -15.3% | -29.4% | +14.1% | -12.5% |
| All | -20.8% | +140.4% | -161.2% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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