+591.8%
ON vs WDAY
+111.3%
+480.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.9% | -7.4% | +5.5% | +1.4% |
| 30D | -11.0% | +1.0% | -12.0% | -13.1% |
| 3M | -39.3% | +32.7% | -72.0% | -50.4% |
| 6M | +19.8% | +25.6% | -5.8% | -3.6% |
| YTD | +31.1% | -13.4% | +44.5% | +28.4% |
| 1Y | +46.0% | -19.4% | +65.4% | +47.7% |
| 3Y | -27.5% | -25.8% | -1.7% | -27.1% |
| 5Y | +56.9% | -31.1% | +88.0% | +60.6% |
| 10Y | +591.8% | +113.3% | +478.5% | +267.9% |
| All | +591.8% | +111.3% | +480.6% | +267.9% |
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