+302.1%
WDAY vs COR
+1,088.4%
-786.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.9% |
| 7D | -4.4% | +2.8% | -7.1% | -5.0% |
| 30D | +14.7% | +4.5% | +10.2% | +13.4% |
| 3M | +32.4% | +22.7% | +9.7% | +25.8% |
| 6M | +36.9% | -9.7% | +46.6% | +39.4% |
| YTD | -8.8% | -1.4% | -7.4% | -9.8% |
| 1Y | -15.3% | +13.9% | -29.2% | -19.6% |
| 3Y | -21.2% | +94.0% | -115.2% | -36.6% |
| 5Y | -29.5% | +184.0% | -213.5% | -49.9% |
| 10Y | +120.0% | +406.8% | -286.7% | +26.2% |
| All | +302.1% | +1,088.4% | -786.3% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling