+113.3%
WDAY vs O
+49.9%
+63.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | -7.4% | -2.3% | -5.1% | -6.5% |
| 30D | +1.0% | -2.4% | +3.5% | +2.1% |
| 3M | +32.7% | -0.6% | +33.3% | +33.3% |
| 6M | +25.6% | -5.0% | +30.6% | +27.7% |
| YTD | -13.4% | +10.4% | -23.8% | -17.6% |
| 1Y | -19.4% | +6.6% | -25.9% | -22.3% |
| 3Y | -25.8% | +28.4% | -54.2% | -35.1% |
| 5Y | -31.1% | +15.3% | -46.4% | -36.8% |
| 10Y | +113.3% | +55.3% | +58.0% | +77.4% |
| All | +113.3% | +49.9% | +63.4% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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