-26.2%
WDAY vs JBL
+189.2%
-215.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -7.4% | +4.0% | -11.4% | -7.1% |
| 30D | +1.0% | -7.5% | +8.5% | +0.6% |
| 3M | +32.7% | -14.1% | +46.7% | +32.4% |
| 6M | +25.6% | +25.9% | -0.3% | +23.4% |
| YTD | -13.4% | +36.7% | -50.0% | -15.6% |
| 1Y | -19.4% | +49.0% | -68.4% | -22.3% |
| All | -26.2% | +189.2% | -215.4% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling