+23.9%
ONDS vs WDAY
-17.1%
+41.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +1.8% |
| 7D | +8.2% | -6.1% | +14.3% | +10.7% |
| 30D | -16.4% | +3.7% | -20.1% | -19.2% |
| 3M | -26.0% | +29.6% | -55.6% | -36.9% |
| 6M | -22.5% | +23.3% | -45.8% | -33.5% |
| YTD | -21.9% | -13.3% | -8.7% | -20.8% |
| 1Y | +25.7% | -19.6% | +45.4% | +34.3% |
| 3Y | +735.5% | -25.7% | +761.2% | +765.7% |
| 5Y | -0.1% | -31.6% | +31.4% | +14.7% |
| All | +23.9% | -17.1% | +41.0% | +25.6% |
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