+22.5%
KORU vs WDAY
-14.6%
+37.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.0% | -7.2% | -3.7% |
| 7D | -24.3% | -1.2% | -23.1% | -25.0% |
| 30D | -54.2% | +6.8% | -61.0% | -51.3% |
| 3M | -45.4% | +17.8% | -63.3% | -35.8% |
| 6M | -66.5% | +57.8% | -124.3% | -39.7% |
| YTD | +14.9% | -6.0% | +20.9% | +108.9% |
| 1Y | +22.5% | -13.5% | +36.1% | +127.9% |
| All | +22.5% | -14.6% | +37.2% | +127.9% |
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