+302.1%
WDAY vs COO
+186.3%
+115.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.6% |
| 7D | -4.4% | -2.2% | -2.1% | -3.2% |
| 30D | +14.7% | -7.0% | +21.8% | +19.3% |
| 3M | +32.4% | +12.2% | +20.2% | +24.4% |
| 6M | +36.9% | -15.1% | +52.0% | +48.1% |
| YTD | -8.8% | -15.1% | +6.3% | -1.3% |
| 1Y | -15.3% | +2.3% | -17.6% | -17.5% |
| 3Y | -21.2% | -23.7% | +2.5% | -15.2% |
| 5Y | -29.5% | -38.9% | +9.4% | -14.7% |
| 10Y | +120.0% | +49.9% | +70.1% | +58.8% |
| All | +302.1% | +186.3% | +115.9% | +111.4% |
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