-28.6%
WDAY vs AXON
+179.8%
-208.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.2% | -1.2% | -4.1% |
| 7D | -4.4% | -14.2% | +9.8% | +0.1% |
| 30D | +14.7% | -15.4% | +30.1% | +19.9% |
| 3M | +32.4% | +0.5% | +31.9% | +30.6% |
| 6M | +36.9% | -9.5% | +46.4% | +38.0% |
| YTD | -8.8% | -9.2% | +0.4% | -9.0% |
| 1Y | -15.3% | -29.4% | +14.1% | -9.7% |
| 3Y | -21.2% | +139.4% | -160.6% | -50.1% |
| All | -28.6% | +179.8% | -208.5% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling