-31.1%
WDAY vs OWL
-6.9%
-24.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.1% |
| 7D | -7.4% | -6.4% | -1.0% | -5.1% |
| 30D | +1.0% | -5.0% | +6.0% | +3.1% |
| 3M | +32.7% | +15.4% | +17.3% | +25.7% |
| 6M | +25.6% | +15.5% | +10.1% | +18.1% |
| YTD | -13.4% | -22.7% | +9.3% | -6.2% |
| 1Y | -19.4% | -34.1% | +14.7% | -8.4% |
| 3Y | -25.8% | +5.1% | -30.8% | -34.8% |
| 5Y | -31.1% | -11.5% | -19.6% | -39.3% |
| All | -31.1% | -6.9% | -24.2% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling