+302.1%
WDAY vs AON
+583.4%
-281.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.7% |
| 7D | -4.4% | -9.1% | +4.7% | +0.9% |
| 30D | +14.7% | -10.2% | +25.0% | +22.2% |
| 3M | +32.4% | +0.5% | +31.9% | +32.7% |
| 6M | +36.9% | -4.8% | +41.7% | +41.6% |
| YTD | -8.8% | -8.0% | -0.9% | -4.0% |
| 1Y | -15.3% | -13.1% | -2.2% | -8.2% |
| 3Y | -21.2% | -1.3% | -19.9% | -22.5% |
| 5Y | -29.5% | +14.9% | -44.4% | -37.2% |
| 10Y | +120.0% | +214.9% | -94.9% | +5.5% |
| All | +302.1% | +583.4% | -281.2% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling