+111.5%
WDAY vs JCI
+338.7%
-227.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | 0.0% |
| 7D | -10.5% | +0.4% | -11.0% | -10.7% |
| 30D | +2.1% | -7.7% | +9.8% | +4.9% |
| 3M | +34.6% | +2.8% | +31.9% | +31.4% |
| 6M | +29.9% | +7.2% | +22.6% | +22.3% |
| YTD | -13.8% | +20.0% | -33.8% | -23.8% |
| 1Y | -18.3% | +33.3% | -51.5% | -31.6% |
| 3Y | -26.2% | +161.3% | -187.5% | -56.6% |
| 5Y | -30.8% | +108.8% | -139.6% | -55.8% |
| All | +111.5% | +338.7% | -227.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling