+7.1%
ORCL vs WDAY
-16.1%
+23.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -6.5% | -4.6% | -1.9% | -5.4% |
| 30D | -16.6% | +1.2% | -17.8% | -17.0% |
| 3M | -21.6% | +2.6% | -24.2% | -22.9% |
| 6M | -39.4% | +47.8% | -87.1% | -47.0% |
| YTD | -38.7% | -12.1% | -26.6% | -38.4% |
| 1Y | -50.4% | -17.1% | -33.2% | -49.5% |
| All | +7.1% | -16.1% | +23.2% | +7.8% |
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