-26.1%
WDAY vs OMC
+13.4%
-39.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.2% |
| 7D | -6.1% | -5.8% | -0.3% | -3.9% |
| 30D | +3.7% | -4.8% | +8.5% | +5.9% |
| 3M | +29.6% | +9.2% | +20.3% | +26.7% |
| 6M | +23.3% | -2.5% | +25.8% | +24.5% |
| YTD | -13.3% | +2.6% | -15.8% | -13.7% |
| 1Y | -19.6% | +5.9% | -25.6% | -21.1% |
| All | -26.1% | +13.4% | -39.6% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling