-15.3%
WDAY vs COPX
+84.7%
-100.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.7% | -5.5% |
| 7D | -4.4% | -4.0% | -0.4% | -5.3% |
| 30D | +14.7% | +4.5% | +10.2% | +16.0% |
| 3M | +32.4% | +0.8% | +31.5% | +34.9% |
| 6M | +36.9% | +3.2% | +33.7% | +41.7% |
| YTD | -8.8% | +26.7% | -35.6% | -7.6% |
| 1Y | -15.3% | +85.7% | -101.0% | -11.4% |
| All | -15.3% | +84.7% | -100.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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