+18.7%
ON vs WDAY
-35.3%
+54.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.4% | +10.6% | +9.6% |
| 7D | -1.4% | -4.0% | +2.6% | -0.3% |
| 30D | -10.9% | +1.9% | -12.8% | -11.6% |
| 3M | -14.9% | +5.9% | -20.7% | -17.7% |
| 6M | -33.0% | +48.8% | -81.8% | -45.3% |
| YTD | +27.6% | -11.4% | +39.1% | +32.6% |
| 1Y | +44.5% | -15.5% | +60.0% | +53.2% |
| 3Y | +7.4% | -15.6% | +23.0% | +6.5% |
| 5Y | +18.7% | -35.2% | +53.9% | +41.5% |
| All | +18.7% | -35.3% | +54.1% | +41.5% |
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