+1,169.3%
ON vs WDAY
+307.5%
+861.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +3.1% |
| 7D | +2.4% | -4.4% | +6.8% | +4.1% |
| 30D | -3.3% | +14.7% | -18.0% | -10.0% |
| 3M | -43.6% | +32.4% | -75.9% | -52.4% |
| 6M | +19.0% | +36.9% | -17.9% | -5.2% |
| YTD | +37.4% | -8.8% | +46.2% | +31.3% |
| 1Y | +54.8% | -15.3% | +70.1% | +52.3% |
| 3Y | -25.2% | -21.2% | -4.0% | -26.6% |
| 5Y | +62.7% | -29.5% | +92.2% | +64.8% |
| 10Y | +574.3% | +120.0% | +454.3% | +330.5% |
| All | +1,169.3% | +307.5% | +861.8% | +635.7% |
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 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