+302.1%
WDAY vs JCI
+660.8%
-358.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.1% |
| 7D | -4.4% | +3.8% | -8.2% | -5.8% |
| 30D | +14.7% | -5.7% | +20.4% | +17.0% |
| 3M | +32.4% | -1.4% | +33.8% | +31.2% |
| 6M | +36.9% | +4.1% | +32.7% | +30.1% |
| YTD | -8.8% | +21.7% | -30.6% | -20.4% |
| 1Y | -15.3% | +36.1% | -51.4% | -30.4% |
| 3Y | -21.2% | +154.4% | -175.6% | -53.9% |
| 5Y | -29.5% | +112.0% | -141.5% | -55.8% |
| 10Y | +120.0% | +322.2% | -202.2% | -9.4% |
| All | +302.1% | +660.8% | -358.7% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling