-13.5%
WDAY vs OUST
+11.1%
-24.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +15.7% | -13.8% | +2.7% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | +6.8% | -24.0% | +30.8% | +5.5% |
| 3M | +17.8% | -29.9% | +47.7% | +16.5% |
| 6M | +57.8% | +19.1% | +38.7% | +53.4% |
| YTD | -6.0% | +55.0% | -61.0% | -12.7% |
| 1Y | -13.5% | +21.2% | -34.7% | -17.3% |
| All | -13.5% | +11.1% | -24.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling