-35.7%
WDAY vs OMC
+48.8%
-84.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.7% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | +2.5% | +10.6% | -8.2% | -2.0% |
| 3M | +8.8% | +2.6% | +6.2% | +7.5% |
| 6M | +60.7% | +16.6% | +44.1% | +51.3% |
| YTD | -11.2% | +10.9% | -22.1% | -15.2% |
| 1Y | -15.6% | +22.1% | -37.7% | -22.5% |
| 3Y | -17.1% | +27.5% | -44.6% | -28.8% |
| 5Y | -35.7% | +50.6% | -86.3% | -51.2% |
| All | -35.7% | +48.8% | -84.5% | -51.2% |
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