-13.5%
WDAY vs COO
-7.7%
-5.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | +0.2% |
| 7D | -1.2% | +8.4% | -9.7% | -3.7% |
| 30D | +6.8% | +13.5% | -6.7% | +2.6% |
| 3M | +17.8% | -13.8% | +31.6% | +24.9% |
| 6M | +57.8% | +4.7% | +53.1% | +58.6% |
| YTD | -6.0% | -21.4% | +15.4% | +6.7% |
| 1Y | -13.5% | -6.7% | -6.8% | -14.8% |
| All | -13.5% | -7.7% | -5.9% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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