+296.2%
WDAY vs COO
+156.5%
+139.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.7% |
| 7D | -2.5% | +4.7% | -7.2% | -4.8% |
| 30D | +4.7% | +13.9% | -9.2% | -2.2% |
| 3M | +13.3% | -14.9% | +28.3% | +21.8% |
| 6M | +57.3% | +2.0% | +55.3% | +53.1% |
| YTD | -10.2% | -23.9% | +13.7% | +1.6% |
| 1Y | -14.1% | -9.6% | -4.5% | -11.5% |
| 3Y | -11.7% | -25.4% | +13.8% | -5.5% |
| 5Y | -33.5% | -41.2% | +7.7% | -19.2% |
| 10Y | +133.1% | +42.1% | +91.0% | +70.9% |
| All | +296.2% | +156.5% | +139.7% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling