+329.9%
COP vs WDAY
+129.5%
+200.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +3.4% | -4.8% | +8.2% | +4.2% |
| 30D | -0.6% | +2.5% | -3.1% | -1.2% |
| 3M | +10.8% | +8.8% | +2.0% | +8.3% |
| 6M | +19.6% | +60.7% | -41.1% | +7.6% |
| YTD | +52.9% | -11.2% | +64.2% | +53.1% |
| 1Y | +62.2% | -15.6% | +77.8% | +63.9% |
| 3Y | +32.4% | -17.1% | +49.5% | +30.8% |
| 5Y | +129.7% | -35.7% | +165.4% | +135.3% |
| All | +329.9% | +129.5% | +200.4% | +214.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling