-15.8%
WDAY vs COO
-11.7%
-4.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -5.3% | -2.3% | -3.0% | -4.6% |
| 30D | +1.5% | +13.3% | -11.7% | -2.3% |
| 3M | +5.5% | -18.1% | +23.5% | +13.8% |
| 6M | +57.4% | +6.7% | +50.7% | +57.1% |
| YTD | -11.0% | -23.2% | +12.2% | +1.8% |
| 1Y | -15.8% | -12.3% | -3.5% | -10.2% |
| All | -15.8% | -11.7% | -4.1% | -10.2% |
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 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