-31.6%
WDAY vs COR
+180.8%
-212.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.6% |
| 7D | -6.1% | -1.9% | -4.2% | -5.9% |
| 30D | +3.7% | +1.5% | +2.2% | +3.6% |
| 3M | +29.6% | +18.7% | +10.9% | +27.3% |
| 6M | +23.3% | -9.0% | +32.4% | +23.3% |
| YTD | -13.3% | -3.3% | -10.0% | -14.1% |
| 1Y | -19.6% | +9.8% | -29.5% | -22.0% |
| 3Y | -25.7% | +87.4% | -113.0% | -37.0% |
| 5Y | -31.6% | +180.5% | -212.1% | -49.7% |
| All | -31.6% | +180.8% | -212.4% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling