-26.4%
WDAY vs OSCR
+401.8%
-428.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -5.2% | +1.6% | -6.8% | -5.3% |
| 30D | +5.9% | +10.7% | -4.7% | +5.1% |
| 3M | +42.3% | +13.4% | +28.9% | +40.6% |
| 6M | +34.7% | +144.6% | -109.8% | +26.2% |
| YTD | -13.5% | +128.0% | -141.6% | -18.8% |
| 1Y | -18.1% | +68.7% | -86.7% | -22.0% |
| 3Y | -26.4% | +398.8% | -425.2% | -45.8% |
| All | -26.4% | +401.8% | -428.2% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 3y: compounded portfolio wealth divided by compounded OSCR 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…
3y analysis · Full analysis span regression · 6 months rolling