-26.6%
WDAY vs COF
+115.1%
-141.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -10.5% | -6.1% | -4.5% | -8.8% |
| 30D | +2.1% | -5.2% | +7.3% | +3.8% |
| 3M | +34.6% | +17.0% | +17.6% | +28.4% |
| 6M | +29.9% | +12.9% | +17.0% | +24.8% |
| YTD | -13.8% | -13.5% | -0.3% | -10.4% |
| 1Y | -18.3% | -5.9% | -12.4% | -17.4% |
| All | -26.6% | +115.1% | -141.7% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling