+303.5%
WDAY vs OMC
+165.5%
+137.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.5% |
| 7D | +1.8% | +1.9% | 0.0% | +1.0% |
| 30D | +4.1% | +12.2% | -8.1% | -0.8% |
| 3M | -4.8% | +0.6% | -5.4% | -5.3% |
| 6M | +68.6% | +21.0% | +47.6% | +56.5% |
| YTD | -8.5% | +12.4% | -20.9% | -13.3% |
| 1Y | -12.1% | +25.4% | -37.5% | -20.3% |
| 3Y | -13.2% | +29.2% | -42.4% | -24.5% |
| 5Y | -33.7% | +52.6% | -86.3% | -47.2% |
| 10Y | +137.4% | +53.6% | +83.8% | +76.3% |
| All | +303.5% | +165.5% | +137.9% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling