-15.8%
WDAY vs O
+40.0%
-55.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | +2.5% | +8.3% | -5.8% | +1.8% |
| 3M | +8.8% | -4.0% | +12.7% | +8.9% |
| 6M | +60.7% | -2.6% | +63.3% | +61.2% |
| YTD | -11.2% | +9.9% | -21.1% | -12.9% |
| 1Y | -15.6% | +9.8% | -25.5% | -17.3% |
| All | -15.8% | +40.0% | -55.8% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling