+113.0%
COP vs WDAY
-33.8%
+146.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.9% |
| 7D | -11.5% | -2.5% | -9.0% | -11.4% |
| 30D | +5.0% | +4.7% | +0.3% | +4.5% |
| 3M | +17.5% | +13.3% | +4.2% | +15.9% |
| 6M | +16.2% | +57.3% | -41.1% | +10.6% |
| YTD | +48.8% | -10.2% | +59.0% | +49.6% |
| 1Y | +64.1% | -14.1% | +78.2% | +65.7% |
| 3Y | +25.7% | -11.7% | +37.3% | +24.8% |
| All | +113.0% | -33.8% | +146.8% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling