+47.6%
ON vs WDAY
-14.6%
+62.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.8% | -1.2% |
| 7D | -5.8% | -1.2% | -4.6% | -6.1% |
| 30D | -17.1% | +6.8% | -23.9% | -15.2% |
| 3M | -11.8% | +17.8% | -29.7% | -5.7% |
| 6M | -30.2% | +57.8% | -88.0% | -12.7% |
| YTD | +31.6% | -6.0% | +37.6% | +72.4% |
| 1Y | +47.6% | -13.5% | +61.1% | +96.6% |
| All | +47.6% | -14.6% | +62.2% | +96.6% |
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