+10.2%
ORCL vs WDAY
-11.7%
+21.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.8% |
| 7D | -11.2% | -2.5% | -8.7% | -10.6% |
| 30D | -18.8% | +4.7% | -23.5% | -20.0% |
| 3M | -18.8% | +13.3% | -32.1% | -22.4% |
| 6M | -39.7% | +57.3% | -97.0% | -48.3% |
| YTD | -39.6% | -10.2% | -29.4% | -39.7% |
| 1Y | -51.7% | -14.1% | -37.7% | -51.4% |
| 3Y | +10.2% | -11.7% | +21.9% | +13.1% |
| All | +10.2% | -11.7% | +21.9% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling