+131.0%
WDAY vs JD
+31.1%
+100.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | +1.5% | +4.2% | -2.7% | +0.5% |
| 3M | +5.5% | -12.8% | +18.2% | +8.3% |
| 6M | +57.4% | -8.8% | +66.2% | +59.6% |
| YTD | -11.0% | +0.5% | -11.5% | -12.3% |
| 1Y | -15.8% | -8.8% | -7.0% | -15.2% |
| 3Y | -16.9% | +18.6% | -35.5% | -26.8% |
| 5Y | -35.3% | -62.2% | +27.0% | -26.7% |
| 10Y | +131.0% | +32.2% | +98.8% | +56.9% |
| All | +131.0% | +31.1% | +100.0% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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