+112.2%
WDAY vs OMC
+34.2%
+78.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -5.2% | -4.4% | -0.8% | -3.6% |
| 30D | +5.9% | -7.6% | +13.5% | +9.2% |
| 3M | +42.3% | +4.5% | +37.7% | +40.8% |
| 6M | +34.7% | -0.3% | +35.0% | +35.3% |
| YTD | -13.5% | -0.1% | -13.4% | -13.7% |
| 1Y | -18.1% | +4.6% | -22.7% | -19.8% |
| 3Y | -26.4% | +10.5% | -36.8% | -30.8% |
| 5Y | -30.6% | +31.7% | -62.3% | -39.5% |
| All | +112.2% | +34.2% | +78.0% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling