-16.6%
WDAY vs COO
-8.8%
-7.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.2% |
| 7D | -4.0% | +4.3% | -8.3% | -5.3% |
| 30D | +1.9% | +17.6% | -15.6% | -3.0% |
| 3M | +5.9% | -13.9% | +19.8% | +12.2% |
| 6M | +48.8% | +6.6% | +42.2% | +48.7% |
| YTD | -11.4% | -22.0% | +10.6% | +0.7% |
| All | -16.6% | -8.8% | -7.8% | -12.3% |
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