+251.6%
ORCL vs WDAY
+127.1%
+124.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.6% |
| 7D | +0.5% | -4.0% | +4.5% | +1.6% |
| 30D | -15.3% | +1.9% | -17.2% | -15.9% |
| 3M | -18.2% | +5.9% | -24.1% | -20.4% |
| 6M | -38.4% | +48.8% | -87.2% | -46.2% |
| YTD | -37.7% | -11.4% | -26.3% | -37.6% |
| 1Y | -49.3% | -15.5% | -33.7% | -48.6% |
| 3Y | +10.6% | -15.6% | +26.3% | +9.7% |
| 5Y | +35.5% | -35.2% | +70.7% | +39.9% |
| 10Y | +251.6% | +123.9% | +127.7% | +152.0% |
| All | +251.6% | +127.1% | +124.5% | +152.0% |
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