-26.4%
WDAY vs COPX
+149.4%
-175.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -5.2% | -2.3% | -2.8% | -5.2% |
| 30D | +5.9% | +0.3% | +5.7% | +5.9% |
| 3M | +42.3% | +6.8% | +35.4% | +42.6% |
| 6M | +34.7% | +7.9% | +26.8% | +34.7% |
| YTD | -13.5% | +23.7% | -37.3% | -17.0% |
| 1Y | -18.1% | +71.5% | -89.6% | -26.6% |
| 3Y | -26.4% | +149.1% | -175.5% | -41.1% |
| All | -26.4% | +149.4% | -175.7% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling