-5.9%
COST vs WDAY
-18.4%
+12.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -2.5% | -10.5% | +8.1% | -2.1% |
| 30D | -4.4% | +2.1% | -6.5% | -4.5% |
| 3M | -8.1% | +34.6% | -42.7% | -9.0% |
| 6M | -9.2% | +29.9% | -39.1% | -9.9% |
| YTD | +5.1% | -13.8% | +18.9% | +6.1% |
| All | -5.9% | -18.4% | +12.5% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling