+474.0%
KORU vs WDAY
-25.7%
+499.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.6% | +9.0% |
| 7D | -1.7% | -5.2% | +3.4% | -2.7% |
| 30D | +13.5% | +5.9% | +7.6% | +14.9% |
| 3M | -45.2% | +42.3% | -87.5% | -40.9% |
| 6M | +17.1% | +34.7% | -17.6% | +28.5% |
| YTD | +154.1% | -13.5% | +167.7% | +224.7% |
| 1Y | +375.7% | -18.1% | +393.7% | +516.7% |
| 3Y | +474.0% | -26.4% | +500.4% | +597.7% |
| All | +474.0% | -25.7% | +499.7% | +597.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling