-13.2%
WDAY vs OTIS
+0.6%
-13.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.8% |
| 7D | +1.8% | -1.3% | +3.1% | +2.2% |
| 30D | +4.1% | +12.8% | -8.7% | +0.7% |
| 3M | -4.8% | +7.4% | -12.2% | -6.7% |
| 6M | +68.6% | +7.7% | +60.9% | +65.0% |
| YTD | -8.5% | -9.3% | +0.7% | -6.5% |
| 1Y | -12.1% | -12.1% | 0.0% | -9.4% |
| 3Y | -13.2% | +0.6% | -13.8% | -17.3% |
| All | -13.2% | +0.6% | -13.8% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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