-15.8%
WDAY vs JD
-9.4%
-6.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.1% |
| 7D | -5.3% | +0.4% | -5.7% | -5.3% |
| 30D | +1.5% | +4.2% | -2.7% | +1.9% |
| 3M | +5.5% | -12.8% | +18.2% | +4.3% |
| 6M | +57.4% | -8.8% | +66.2% | +53.7% |
| YTD | -11.0% | +0.5% | -11.5% | -11.6% |
| 1Y | -15.8% | -8.8% | -7.0% | -17.5% |
| All | -15.8% | -9.4% | -6.4% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling