-15.3%
WDAY vs OMC
+9.8%
-25.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.2% |
| 7D | -4.4% | -6.4% | +2.0% | -1.5% |
| 30D | +14.7% | +1.1% | +13.6% | +14.7% |
| 3M | +32.4% | +10.4% | +22.0% | +28.7% |
| 6M | +36.9% | -1.7% | +38.6% | +36.7% |
| YTD | -8.8% | +4.4% | -13.3% | -9.6% |
| 1Y | -15.3% | +8.4% | -23.7% | -17.3% |
| All | -15.3% | +9.8% | -25.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling