-13.5%
WDAY vs TEVA
+106.6%
-120.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.2% | +4.7% | -5.9% | -1.1% |
| 30D | +6.8% | +5.5% | +1.3% | +6.9% |
| 3M | +17.8% | +21.6% | -3.7% | +18.0% |
| 6M | +57.8% | +18.4% | +39.4% | +56.7% |
| YTD | -6.0% | +34.1% | -40.1% | -6.6% |
| 1Y | -13.5% | +104.5% | -118.1% | -12.0% |
| All | -13.5% | +106.6% | -120.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling