+22.8%
WDAY vs ONTO
+658.6%
-635.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.2% | -11.5% | -6.5% |
| 7D | -4.4% | -1.0% | -3.3% | -4.3% |
| 30D | +14.7% | -2.9% | +17.6% | +14.2% |
| 3M | +32.4% | -2.5% | +34.8% | +26.7% |
| 6M | +36.9% | +28.2% | +8.7% | +19.4% |
| YTD | -8.8% | +69.8% | -78.6% | -27.3% |
| 1Y | -15.3% | +162.9% | -178.2% | -41.3% |
| 3Y | -21.2% | +95.9% | -117.2% | -48.9% |
| 5Y | -29.5% | +244.5% | -274.0% | -65.4% |
| All | +22.8% | +658.6% | -635.8% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling