-35.2%
WDAY vs ONTO
+112.9%
-148.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.0% | -13.4% | -2.5% |
| 7D | -4.0% | +1.4% | -5.4% | -4.4% |
| 30D | +1.9% | -34.1% | +36.1% | +5.8% |
| 3M | +5.9% | -37.1% | +42.9% | +9.6% |
| 6M | +48.8% | -31.8% | +80.6% | +47.8% |
| YTD | -11.4% | +22.9% | -34.4% | -24.5% |
| 1Y | -15.5% | +39.5% | -55.0% | -30.5% |
| 3Y | -15.6% | +57.7% | -73.3% | -44.0% |
| 5Y | -35.2% | +115.8% | -151.0% | -66.2% |
| All | -35.2% | +112.9% | -148.1% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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