-30.8%
WDAY vs COF
+44.1%
-75.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -10.5% | -6.1% | -4.5% | -8.4% |
| 30D | +2.1% | -5.2% | +7.3% | +4.1% |
| 3M | +34.6% | +17.0% | +17.6% | +27.0% |
| 6M | +29.9% | +12.9% | +17.0% | +23.6% |
| YTD | -13.8% | -13.5% | -0.3% | -9.9% |
| 1Y | -18.3% | -5.9% | -12.4% | -17.4% |
| 3Y | -26.2% | +117.1% | -143.3% | -48.3% |
| 5Y | -30.8% | +45.4% | -76.2% | -49.4% |
| All | -30.8% | +44.1% | -75.0% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling