-30.5%
WDAY vs AON
+7.9%
-38.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +2.1% |
| 7D | -7.4% | -7.9% | +0.5% | -2.4% |
| 30D | +1.0% | -14.6% | +15.7% | +11.6% |
| 3M | +32.7% | -7.9% | +40.6% | +40.7% |
| 6M | +25.6% | -8.0% | +33.6% | +33.1% |
| YTD | -13.4% | -13.2% | -0.1% | -5.2% |
| 1Y | -19.4% | -16.4% | -2.9% | -10.1% |
| 3Y | -25.8% | -6.7% | -19.1% | -24.3% |
| All | -30.5% | +7.9% | -38.4% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling