-26.2%
WDAY vs AON
-6.9%
-19.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.7% |
| 7D | -7.4% | -7.9% | +0.5% | -3.3% |
| 30D | +1.0% | -14.6% | +15.7% | +9.7% |
| 3M | +32.7% | -7.9% | +40.6% | +39.7% |
| 6M | +25.6% | -8.0% | +33.6% | +32.0% |
| YTD | -13.4% | -13.2% | -0.1% | -7.2% |
| 1Y | -19.4% | -16.4% | -2.9% | -12.9% |
| All | -26.2% | -6.9% | -19.4% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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