-15.3%
WDAY vs JBL
+52.3%
-67.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -4.9% |
| 7D | -4.4% | +3.0% | -7.4% | -3.4% |
| 30D | +14.7% | -8.3% | +23.0% | +12.3% |
| 3M | +32.4% | -16.9% | +49.3% | +28.3% |
| 6M | +36.9% | +21.8% | +15.1% | +41.1% |
| YTD | -8.8% | +36.3% | -45.1% | -5.6% |
| 1Y | -15.3% | +49.5% | -64.8% | -13.6% |
| All | -15.3% | +52.3% | -67.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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