-13.2%
WDAY vs OUST
+594.6%
-607.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -8.5% | +11.6% | +3.2% |
| 7D | +1.8% | -3.8% | +5.6% | +1.9% |
| 30D | +4.1% | +5.1% | -1.0% | +3.9% |
| 3M | -4.8% | -25.8% | +21.0% | -4.5% |
| 6M | +68.6% | -2.0% | +70.6% | +65.4% |
| YTD | -8.5% | +54.7% | -63.2% | -13.4% |
| 1Y | -12.1% | +48.8% | -60.9% | -16.7% |
| 3Y | -13.2% | +607.8% | -621.0% | -24.2% |
| All | -13.2% | +594.6% | -607.8% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling