-18.1%
WDAY vs JBL
+47.2%
-65.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | +1.9% |
| 7D | -5.2% | +2.4% | -7.6% | -4.4% |
| 30D | +5.9% | -13.1% | +19.1% | +1.7% |
| 3M | +42.3% | -15.6% | +57.9% | +38.5% |
| 6M | +34.7% | +24.6% | +10.2% | +39.6% |
| YTD | -13.5% | +39.6% | -53.1% | -10.0% |
| 1Y | -18.1% | +48.6% | -66.7% | -15.7% |
| All | -18.1% | +47.2% | -65.3% | -15.7% |
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