-15.5%
WDAY vs OWL
-8.9%
-6.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -5.3% | -2.1% | -3.1% | -4.8% |
| 30D | +1.5% | +11.6% | -10.0% | -2.2% |
| 3M | +5.5% | -13.8% | +19.2% | +9.9% |
| 6M | +57.4% | +7.8% | +49.6% | +53.1% |
| YTD | -11.0% | -25.8% | +14.8% | -4.6% |
| 1Y | -15.8% | -26.5% | +10.7% | -9.7% |
| All | -15.5% | -8.9% | -6.6% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling