+340.2%
COP vs WDAY
+111.3%
+229.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | -7.4% | +6.9% | +0.8% |
| 30D | +11.7% | +1.0% | +10.7% | +10.9% |
| 3M | +17.7% | +32.7% | -15.0% | +10.3% |
| 6M | +18.3% | +25.6% | -7.3% | +11.2% |
| YTD | +49.1% | -13.4% | +62.4% | +50.2% |
| 1Y | +53.3% | -19.4% | +72.7% | +56.3% |
| 3Y | +22.2% | -25.8% | +47.9% | +23.6% |
| 5Y | +193.3% | -31.1% | +224.4% | +193.9% |
| 10Y | +340.2% | +113.3% | +226.9% | +225.8% |
| All | +340.2% | +111.3% | +229.0% | +225.8% |
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