+144.0%
WDAY vs COO
+41.1%
+102.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | +1.8% | +0.5% | +1.4% | +1.6% |
| 30D | +4.1% | +14.2% | -10.1% | -2.9% |
| 3M | -4.8% | -18.2% | +13.4% | +4.4% |
| 6M | +68.6% | +5.3% | +63.3% | +61.4% |
| YTD | -8.5% | -23.6% | +15.0% | +3.3% |
| 1Y | -12.1% | -12.7% | +0.6% | -7.7% |
| 3Y | -13.2% | -24.2% | +11.0% | -8.3% |
| 5Y | -33.7% | -40.0% | +6.3% | -20.2% |
| All | +144.0% | +41.1% | +102.9% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling