+450.0%
WMT vs WDAY
+287.7%
+162.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.8% | -0.6% |
| 7D | +0.1% | -6.1% | +6.2% | +0.6% |
| 30D | -5.0% | +3.7% | -8.7% | -5.4% |
| 3M | -11.3% | +29.6% | -40.9% | -13.4% |
| 6M | -13.8% | +23.3% | -37.1% | -15.8% |
| YTD | -4.2% | -13.3% | +9.1% | -3.8% |
| 1Y | +4.6% | -19.6% | +24.2% | +5.6% |
| 3Y | +100.5% | -25.7% | +126.2% | +101.9% |
| 5Y | +129.7% | -31.6% | +161.2% | +129.1% |
| 10Y | +423.4% | +109.9% | +313.5% | +372.3% |
| All | +450.0% | +287.7% | +162.3% | +374.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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