+282.6%
WDAY vs COPX
+223.1%
+59.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.1% | -9.0% | -6.0% |
| 7D | -6.1% | +5.8% | -11.9% | -7.6% |
| 30D | +3.7% | +7.2% | -3.5% | +1.4% |
| 3M | +29.6% | +16.5% | +13.1% | +22.5% |
| 6M | +23.3% | +18.4% | +4.9% | +13.7% |
| YTD | -13.3% | +31.9% | -45.2% | -24.5% |
| 1Y | -19.6% | +88.5% | -108.1% | -38.6% |
| 3Y | -25.7% | +173.1% | -198.8% | -52.1% |
| 5Y | -31.6% | +193.1% | -224.7% | -58.1% |
| 10Y | +109.9% | +591.7% | -481.7% | -12.7% |
| All | +282.6% | +223.1% | +59.5% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling