-34.1%
WDAY vs JD
-58.0%
+23.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.3% | -3.9% |
| 7D | -2.5% | +13.4% | -15.8% | -4.4% |
| 30D | +4.7% | +7.7% | -3.0% | +3.4% |
| 3M | +13.3% | -11.3% | +24.6% | +15.2% |
| 6M | +57.3% | -5.1% | +62.5% | +57.8% |
| YTD | -10.2% | +5.0% | -15.2% | -11.8% |
| 1Y | -14.1% | -5.6% | -8.4% | -14.1% |
| 3Y | -11.7% | +17.8% | -29.4% | -19.1% |
| All | -34.1% | -58.0% | +23.9% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling