+253.5%
KO vs WDAY
+287.7%
-34.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +0.7% |
| 7D | +0.4% | -6.1% | +6.5% | +0.9% |
| 30D | +1.5% | +3.7% | -2.2% | +1.0% |
| 3M | +11.8% | +29.6% | -17.8% | +9.0% |
| 6M | +16.2% | +23.3% | -7.1% | +13.4% |
| YTD | +28.1% | -13.3% | +41.4% | +28.6% |
| 1Y | +34.8% | -19.6% | +54.4% | +36.0% |
| 3Y | +65.5% | -25.7% | +91.1% | +66.2% |
| 5Y | +81.6% | -31.6% | +113.1% | +80.6% |
| 10Y | +176.7% | +109.9% | +66.8% | +147.7% |
| All | +253.5% | +287.7% | -34.1% | +220.5% |
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