+1,087.9%
ON vs WDAY
+293.1%
+794.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -4.1% | -4.6% | +0.5% | -2.4% |
| 30D | -10.2% | +1.2% | -11.4% | -11.0% |
| 3M | -12.7% | +2.6% | -15.3% | -15.6% |
| 6M | -32.5% | +47.8% | -80.3% | -47.3% |
| YTD | +28.6% | -12.1% | +40.6% | +23.8% |
| 1Y | +43.4% | -17.1% | +60.6% | +41.5% |
| 3Y | +3.3% | -17.9% | +21.2% | -1.4% |
| 5Y | +22.5% | -35.1% | +57.6% | +27.7% |
| 10Y | +535.7% | +130.1% | +405.6% | +300.1% |
| All | +1,087.9% | +293.1% | +794.8% | +593.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling