-34.1%
WDAY vs OUST
-49.1%
+15.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +14.0% | -17.6% | -4.6% |
| 7D | -2.5% | +17.0% | -19.5% | -3.7% |
| 30D | +4.7% | -16.5% | +21.2% | +5.6% |
| 3M | +13.3% | -23.7% | +37.0% | +14.5% |
| 6M | +57.3% | +18.4% | +38.9% | +47.9% |
| YTD | -10.2% | +60.8% | -71.0% | -19.0% |
| 1Y | -14.1% | +44.2% | -58.3% | -21.9% |
| 3Y | -11.7% | +668.1% | -679.8% | -42.1% |
| All | -34.1% | -49.1% | +15.0% | -36.6% |
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