-30.4%
WDAY vs OUST
-52.1%
+21.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +15.7% | -13.8% | +0.9% |
| 7D | -1.2% | -0.2% | -1.0% | -1.3% |
| 30D | +6.8% | -24.0% | +30.8% | +8.6% |
| 3M | +17.8% | -29.9% | +47.7% | +20.0% |
| 6M | +57.8% | +19.1% | +38.7% | +48.2% |
| YTD | -6.0% | +55.0% | -61.0% | -14.9% |
| 1Y | -13.5% | +21.2% | -34.7% | -20.0% |
| 3Y | -7.6% | +626.0% | -633.6% | -39.1% |
| All | -30.4% | -52.1% | +21.7% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling