-31.0%
WDAY vs ONON
-23.0%
-8.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -4.2% |
| 7D | -6.1% | -1.7% | -4.4% | -5.7% |
| 30D | +3.7% | -27.4% | +31.1% | +11.2% |
| 3M | +29.6% | -26.5% | +56.1% | +38.4% |
| 6M | +23.3% | -34.2% | +57.6% | +34.3% |
| YTD | -13.3% | -41.3% | +28.1% | -3.2% |
| 1Y | -19.6% | -39.7% | +20.0% | -11.5% |
| 3Y | -25.7% | -7.8% | -17.8% | -30.1% |
| All | -31.0% | -23.0% | -8.0% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling