+154.8%
WDAY vs JD
+48.3%
+106.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.8% |
| 7D | -4.4% | -1.7% | -2.7% | -4.0% |
| 30D | +14.7% | -13.2% | +27.9% | +18.2% |
| 3M | +32.4% | -3.2% | +35.6% | +33.0% |
| 6M | +36.9% | +15.2% | +21.7% | +30.7% |
| YTD | -8.8% | +2.0% | -10.8% | -10.4% |
| 1Y | -15.3% | -5.4% | -9.9% | -15.6% |
| 3Y | -21.2% | -9.1% | -12.1% | -25.4% |
| 5Y | -29.5% | -59.6% | +30.1% | -22.9% |
| 10Y | +120.0% | +26.2% | +93.8% | +54.8% |
| All | +154.8% | +48.3% | +106.5% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling