+57.3%
WDAY vs JD
-2.2%
+59.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.3% | -3.4% |
| 7D | -2.5% | +13.4% | -15.8% | -1.2% |
| 30D | +4.7% | +7.7% | -3.0% | +5.6% |
| 3M | +13.3% | -11.3% | +24.6% | +11.9% |
| 6M | +57.3% | -5.1% | +62.5% | +46.3% |
| All | +57.3% | -2.2% | +59.6% | +46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling