+277.7%
COP vs WDAY
+307.5%
-29.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.1% |
| 7D | +3.0% | -4.4% | +7.4% | +3.8% |
| 30D | +17.5% | +14.7% | +2.7% | +13.9% |
| 3M | +13.4% | +32.4% | -19.0% | +6.3% |
| 6M | +17.7% | +36.9% | -19.1% | +8.8% |
| YTD | +46.6% | -8.8% | +55.4% | +46.0% |
| 1Y | +44.6% | -15.3% | +59.9% | +45.7% |
| 3Y | +20.7% | -21.2% | +41.9% | +20.6% |
| 5Y | +185.0% | -29.5% | +214.6% | +183.2% |
| 10Y | +347.0% | +120.0% | +227.0% | +226.8% |
| All | +277.7% | +307.5% | -29.8% | +158.8% |
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 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