-19.6%
WDAY vs JD
-9.5%
-10.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.9% |
| 7D | -6.1% | -0.8% | -5.3% | -6.1% |
| 30D | +3.7% | -16.0% | +19.7% | +3.3% |
| 3M | +29.6% | -3.2% | +32.8% | +28.5% |
| 6M | +23.3% | +6.1% | +17.3% | +20.4% |
| YTD | -13.3% | -0.1% | -13.2% | -14.5% |
| 1Y | -19.6% | -12.7% | -6.9% | -19.6% |
| All | -19.6% | -9.5% | -10.2% | -19.6% |
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