-13.5%
WDAY vs COF
-4.4%
-9.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | -1.2% | +0.7% | -1.9% | -1.5% |
| 30D | +6.8% | +5.7% | +1.1% | +4.9% |
| 3M | +17.8% | -6.7% | +24.5% | +20.3% |
| 6M | +57.8% | +9.5% | +48.3% | +54.4% |
| YTD | -6.0% | -13.9% | +7.9% | -2.9% |
| 1Y | -13.5% | -5.1% | -8.5% | -13.8% |
| All | -13.5% | -4.4% | -9.1% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling