+523.3%
ON vs WDAY
+136.5%
+386.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.7% | -5.0% |
| 7D | +12.2% | +1.8% | +10.4% | +11.2% |
| 30D | -3.1% | +4.1% | -7.2% | -5.3% |
| 3M | -12.9% | -4.8% | -8.0% | -12.3% |
| 6M | -38.6% | +68.6% | -107.2% | -56.8% |
| YTD | +31.2% | -8.5% | +39.8% | +24.4% |
| 1Y | +47.6% | -12.1% | +59.7% | +42.4% |
| 3Y | +6.6% | -13.2% | +19.8% | -2.3% |
| 5Y | +21.3% | -33.7% | +55.0% | +27.4% |
| All | +523.3% | +136.5% | +386.8% | +206.7% |
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 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