-31.1%
WDAY vs OMC
+29.1%
-60.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.3% |
| 7D | -7.4% | -4.2% | -3.1% | -5.7% |
| 30D | +1.0% | -7.5% | +8.5% | +4.5% |
| 3M | +32.7% | +4.6% | +28.0% | +31.2% |
| 6M | +25.6% | -4.8% | +30.4% | +28.5% |
| YTD | -13.4% | -1.0% | -12.4% | -13.0% |
| 1Y | -19.4% | +3.8% | -23.2% | -20.9% |
| 3Y | -25.8% | +10.2% | -36.0% | -31.7% |
| 5Y | -31.1% | +29.7% | -60.8% | -43.2% |
| All | -31.1% | +29.1% | -60.1% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling