+525.5%
ORCL vs WDAY
+307.5%
+218.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +4.4% |
| 7D | +5.3% | -4.4% | +9.6% | +6.4% |
| 30D | +10.0% | +14.7% | -4.8% | +5.6% |
| 3M | -32.6% | +32.4% | -65.0% | -38.1% |
| 6M | +4.9% | +36.9% | -31.9% | -5.0% |
| YTD | -17.8% | -8.8% | -8.9% | -17.9% |
| 1Y | -28.0% | -15.3% | -12.7% | -27.3% |
| 3Y | +36.0% | -21.2% | +57.2% | +37.8% |
| 5Y | +88.7% | -29.5% | +118.2% | +90.8% |
| 10Y | +346.9% | +120.0% | +226.9% | +237.4% |
| All | +525.5% | +307.5% | +218.0% | +348.1% |
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 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