+112.6%
WDAY vs COR
+409.2%
-296.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -7.4% | -3.9% | -3.5% | -6.6% |
| 30D | +1.0% | -0.3% | +1.3% | +1.0% |
| 3M | +32.7% | +15.9% | +16.8% | +28.7% |
| 6M | +25.6% | -10.3% | +35.8% | +27.7% |
| YTD | -13.4% | -3.7% | -9.7% | -13.7% |
| 1Y | -19.4% | +9.1% | -28.4% | -22.1% |
| 3Y | -25.8% | +86.6% | -112.3% | -38.0% |
| 5Y | -31.1% | +180.9% | -212.0% | -48.7% |
| All | +112.6% | +409.2% | -296.6% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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