+109.9%
WDAY vs COO
+43.7%
+66.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.1% | -3.4% |
| 7D | -6.1% | -2.3% | -3.8% | -4.8% |
| 30D | +3.7% | -8.8% | +12.5% | +9.0% |
| 3M | +29.6% | +1.3% | +28.2% | +29.0% |
| 6M | +23.3% | -11.6% | +34.9% | +31.0% |
| YTD | -13.3% | -17.4% | +4.1% | -4.6% |
| 1Y | -19.6% | -1.6% | -18.0% | -20.0% |
| 3Y | -25.7% | -22.6% | -3.0% | -20.9% |
| 5Y | -31.6% | -40.3% | +8.8% | -15.8% |
| 10Y | +109.9% | +45.2% | +64.7% | +61.8% |
| All | +109.9% | +43.7% | +66.2% | +61.8% |
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 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