-13.2%
WDAY vs AXON
+44.5%
-57.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.4% |
| 7D | +1.8% | +0.8% | +1.1% | +1.6% |
| 30D | +4.1% | -22.8% | +26.8% | +10.0% |
| 3M | -4.8% | -48.8% | +43.9% | +10.6% |
| 6M | +68.6% | -16.3% | +84.9% | +74.4% |
| YTD | -8.5% | -44.5% | +35.9% | +1.3% |
| 1Y | -12.1% | -43.4% | +31.3% | -3.0% |
| 3Y | -13.2% | +44.3% | -57.4% | -11.6% |
| All | -13.2% | +44.5% | -57.7% | -11.6% |
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