-31.1%
WDAY vs OTIS
-17.1%
-14.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | -7.4% | -2.2% | -5.2% | -6.3% |
| 30D | +1.0% | -4.3% | +5.3% | +3.3% |
| 3M | +32.7% | -2.2% | +34.8% | +34.3% |
| 6M | +25.6% | -19.9% | +45.5% | +40.4% |
| YTD | -13.4% | -19.3% | +6.0% | -3.9% |
| 1Y | -19.4% | -19.6% | +0.2% | -10.6% |
| 3Y | -25.8% | -11.5% | -14.2% | -27.6% |
| 5Y | -31.1% | -16.8% | -14.3% | -35.9% |
| All | -31.1% | -17.1% | -14.0% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling