-16.6%
WDAY vs JOBY
-37.2%
+20.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.3% | -5.0% |
| 7D | -6.1% | +2.2% | -8.3% | -6.3% |
| 30D | +3.7% | -20.8% | +24.5% | +6.6% |
| 3M | +29.6% | -29.5% | +59.1% | +34.2% |
| 6M | +23.3% | -28.4% | +51.7% | +26.2% |
| YTD | -13.3% | -48.2% | +34.9% | -8.0% |
| 1Y | -19.6% | -49.1% | +29.4% | -15.5% |
| 3Y | -25.7% | -6.3% | -19.4% | -33.3% |
| 5Y | -31.6% | -27.2% | -4.3% | -43.5% |
| All | -16.6% | -37.2% | +20.6% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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