-30.8%
WDAY vs COPX
+167.3%
-198.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | +0.5% |
| 7D | -10.5% | -2.9% | -7.7% | -10.2% |
| 30D | +2.1% | 0.0% | +2.1% | +1.9% |
| 3M | +34.6% | +14.8% | +19.8% | +30.7% |
| 6M | +29.9% | +7.0% | +22.9% | +26.3% |
| YTD | -13.8% | +23.8% | -37.7% | -21.3% |
| 1Y | -18.3% | +75.7% | -94.0% | -33.5% |
| 3Y | -26.2% | +156.4% | -182.5% | -49.6% |
| 5Y | -30.8% | +167.6% | -198.4% | -53.8% |
| All | -30.8% | +167.3% | -198.1% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling