+112.2%
WDAY vs COPX
+583.8%
-471.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -5.2% | -2.3% | -2.8% | -4.7% |
| 30D | +5.9% | +0.3% | +5.7% | +5.4% |
| 3M | +42.3% | +6.8% | +35.4% | +38.1% |
| 6M | +34.7% | +7.9% | +26.8% | +27.7% |
| YTD | -13.5% | +23.7% | -37.3% | -23.5% |
| 1Y | -18.1% | +71.5% | -89.6% | -36.0% |
| 3Y | -26.4% | +149.1% | -175.5% | -52.1% |
| 5Y | -30.6% | +167.3% | -197.9% | -57.3% |
| All | +112.2% | +583.8% | -471.6% | -16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling