-18.1%
WDAY vs OWL
-38.6%
+20.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | -5.2% | -10.1% | +5.0% | -1.6% |
| 30D | +5.9% | -11.9% | +17.9% | +10.8% |
| 3M | +42.3% | +10.7% | +31.5% | +38.8% |
| 6M | +34.7% | +22.1% | +12.6% | +27.2% |
| YTD | -13.5% | -24.8% | +11.3% | -7.1% |
| 1Y | -18.1% | -39.2% | +21.1% | -7.3% |
| All | -18.1% | -38.6% | +20.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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