+45.4%
ORCL vs WDAY
-35.8%
+81.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +10.4% | -4.8% | +15.1% | +11.9% |
| 30D | -11.2% | +2.5% | -13.7% | -12.0% |
| 3M | -16.8% | +8.8% | -25.5% | -19.6% |
| 6M | -31.5% | +60.7% | -92.2% | -41.9% |
| YTD | -33.9% | -11.2% | -22.7% | -33.7% |
| 1Y | -43.3% | -15.6% | -27.6% | -42.4% |
| 3Y | +16.5% | -17.1% | +33.6% | +16.0% |
| 5Y | +45.4% | -35.7% | +81.1% | +53.0% |
| All | +45.4% | -35.8% | +81.2% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling