+302.1%
WDAY vs O
+198.3%
+103.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.1% |
| 7D | -4.4% | -0.7% | -3.6% | -4.1% |
| 30D | +14.7% | -1.9% | +16.6% | +15.6% |
| 3M | +32.4% | +3.8% | +28.5% | +30.8% |
| 6M | +36.9% | -4.7% | +41.6% | +38.9% |
| YTD | -8.8% | +12.5% | -21.3% | -13.5% |
| 1Y | -15.3% | +10.8% | -26.1% | -19.3% |
| 3Y | -21.2% | +28.8% | -50.0% | -30.2% |
| 5Y | -29.5% | +13.2% | -42.7% | -34.4% |
| 10Y | +120.0% | +53.5% | +66.6% | +80.4% |
| All | +302.1% | +198.3% | +103.8% | +185.5% |
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