+144.0%
WDAY vs OMC
+53.0%
+91.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.6% |
| 7D | +1.8% | +1.9% | 0.0% | +1.1% |
| 30D | +4.1% | +12.2% | -8.1% | -0.3% |
| 3M | -4.8% | +0.6% | -5.4% | -5.2% |
| 6M | +68.6% | +21.0% | +47.6% | +58.0% |
| YTD | -8.5% | +12.4% | -20.9% | -12.6% |
| 1Y | -12.1% | +25.4% | -37.5% | -19.2% |
| 3Y | -13.2% | +29.2% | -42.4% | -22.9% |
| 5Y | -33.7% | +52.6% | -86.3% | -45.1% |
| All | +144.0% | +53.0% | +91.0% | +95.2% |
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