+287.9%
WDAY vs O
+192.8%
+95.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.6% | +3.5% | -8.1% | -5.8% |
| 30D | +1.2% | +10.4% | -9.2% | -2.4% |
| 3M | +2.6% | -2.4% | +5.0% | +3.5% |
| 6M | +47.8% | -1.2% | +49.0% | +48.4% |
| YTD | -12.1% | +10.4% | -22.5% | -16.0% |
| 1Y | -17.1% | +11.4% | -28.6% | -21.2% |
| 3Y | -17.9% | +40.4% | -58.3% | -29.7% |
| 5Y | -35.1% | +12.1% | -47.2% | -39.3% |
| 10Y | +130.1% | +82.7% | +47.4% | +82.0% |
| All | +287.9% | +192.8% | +95.1% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling