-33.5%
WDAY vs JBL
+299.0%
-332.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.3% |
| 7D | +1.8% | +6.3% | -4.5% | +1.2% |
| 30D | +4.1% | -13.5% | +17.6% | +5.4% |
| 3M | -4.8% | -31.3% | +26.5% | -1.2% |
| 6M | +68.6% | -28.4% | +97.1% | +72.6% |
| YTD | -8.5% | +11.6% | -20.1% | -17.2% |
| 1Y | -12.1% | +26.1% | -38.2% | -23.2% |
| 3Y | -13.2% | +97.4% | -110.5% | -37.7% |
| All | -33.5% | +299.0% | -332.6% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling