+123.9%
WDAY vs JD
+31.7%
+92.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.8% |
| 7D | -4.0% | +7.9% | -11.9% | -5.7% |
| 30D | +1.9% | +4.8% | -2.8% | +0.8% |
| 3M | +5.9% | -13.9% | +19.8% | +9.1% |
| 6M | +48.8% | -5.8% | +54.6% | +49.7% |
| YTD | -11.4% | +2.4% | -13.8% | -13.1% |
| 1Y | -15.5% | -7.5% | -8.0% | -15.1% |
| 3Y | -15.6% | +20.9% | -36.5% | -26.0% |
| 5Y | -35.2% | -58.0% | +22.8% | -29.1% |
| 10Y | +123.9% | +28.9% | +95.0% | +51.5% |
| All | +123.9% | +31.7% | +92.2% | +51.5% |
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