-36.9%
KORU vs WDAY
-33.9%
-3.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.0% | -8.5% | -6.0% |
| 7D | +11.1% | +1.8% | +9.3% | +10.7% |
| 30D | -40.6% | +4.1% | -44.7% | -41.3% |
| 3M | -63.9% | -4.8% | -59.0% | -63.9% |
| 6M | -82.8% | +68.6% | -151.4% | -86.7% |
| YTD | -15.4% | -8.5% | -6.9% | -11.9% |
| 1Y | -3.3% | -12.1% | +8.8% | +2.7% |
| 3Y | +136.2% | -13.2% | +149.4% | +130.3% |
| All | -36.9% | -33.9% | -3.0% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling