-31.2%
WDAY vs ONON
-22.6%
-8.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.2% |
| 7D | -5.2% | -2.1% | -3.1% | -4.7% |
| 30D | +5.9% | -11.6% | +17.5% | +9.1% |
| 3M | +42.3% | -30.1% | +72.4% | +53.8% |
| 6M | +34.7% | -30.5% | +65.2% | +44.7% |
| YTD | -13.5% | -41.0% | +27.5% | -3.6% |
| 1Y | -18.1% | -36.7% | +18.6% | -10.9% |
| 3Y | -26.4% | -8.6% | -17.8% | -30.6% |
| All | -31.2% | -22.6% | -8.6% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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