-18.1%
WDAY vs COF
-4.6%
-13.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.1% |
| 7D | -5.2% | -5.1% | 0.0% | -3.4% |
| 30D | +5.9% | -6.0% | +12.0% | +8.2% |
| 3M | +42.3% | +14.8% | +27.4% | +36.9% |
| 6M | +34.7% | +15.3% | +19.4% | +28.9% |
| YTD | -13.5% | -13.0% | -0.5% | -9.5% |
| 1Y | -18.1% | -5.7% | -12.4% | -17.8% |
| All | -18.1% | -4.6% | -13.5% | -17.8% |
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