-13.3%
WDAY vs OUST
-62.4%
+49.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.5% |
| 7D | -4.4% | +5.2% | -9.6% | -4.8% |
| 30D | +14.7% | -19.3% | +34.0% | +16.4% |
| 3M | +32.4% | -22.6% | +55.0% | +31.9% |
| 6M | +36.9% | +62.8% | -25.9% | +24.2% |
| YTD | -8.8% | +68.3% | -77.2% | -18.0% |
| 1Y | -15.3% | +28.5% | -43.8% | -22.8% |
| 3Y | -21.2% | +554.0% | -575.2% | -47.6% |
| 5Y | -29.5% | -56.2% | +26.7% | -35.9% |
| All | -13.3% | -62.4% | +49.2% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling