-21.8%
WDAY vs OSCR
-9.5%
-12.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | -10.5% | +1.1% | -11.6% | -10.7% |
| 30D | +2.1% | +16.5% | -14.4% | +0.2% |
| 3M | +34.6% | +17.0% | +17.7% | +31.8% |
| 6M | +29.9% | +145.0% | -115.1% | +16.0% |
| YTD | -13.8% | +126.7% | -140.5% | -22.7% |
| 1Y | -18.3% | +67.2% | -85.5% | -24.9% |
| 3Y | -26.2% | +405.1% | -431.3% | -46.6% |
| 5Y | -30.8% | +86.2% | -117.0% | -49.5% |
| All | -21.8% | -9.5% | -12.3% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling