-28.6%
WDAY vs JD
-60.2%
+31.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.7% |
| 7D | -4.4% | -1.7% | -2.7% | -4.1% |
| 30D | +14.7% | -13.2% | +27.9% | +17.1% |
| 3M | +32.4% | -3.2% | +35.6% | +32.8% |
| 6M | +36.9% | +15.2% | +21.7% | +32.5% |
| YTD | -8.8% | +2.0% | -10.8% | -9.9% |
| 1Y | -15.3% | -5.4% | -9.9% | -15.5% |
| 3Y | -21.2% | -9.1% | -12.1% | -23.8% |
| All | -28.6% | -60.2% | +31.6% | -22.3% |
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