+67.9%
KORU vs WDAY
+114.2%
-46.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.5% | -12.0% | -12.3% |
| 7D | +2.3% | -10.5% | +12.9% | +7.2% |
| 30D | +20.0% | +2.1% | +17.9% | +16.6% |
| 3M | -32.7% | +34.6% | -67.4% | -48.7% |
| 6M | +13.3% | +29.9% | -16.6% | -15.5% |
| YTD | +133.2% | -13.8% | +147.0% | +117.0% |
| 1Y | +357.3% | -18.3% | +375.5% | +334.3% |
| 3Y | +452.7% | -26.2% | +478.8% | +430.1% |
| 5Y | +47.2% | -30.8% | +78.0% | +46.1% |
| All | +67.9% | +114.2% | -46.3% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling