-11.2%
WDAY vs OWL
+38.2%
-49.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.1% |
| 7D | -4.4% | -2.2% | -2.1% | -3.7% |
| 30D | +14.7% | +3.7% | +11.1% | +13.6% |
| 3M | +32.4% | +17.5% | +14.8% | +25.4% |
| 6M | +36.9% | +18.5% | +18.3% | +28.5% |
| YTD | -8.8% | -16.3% | +7.5% | -4.8% |
| 1Y | -15.3% | -29.7% | +14.4% | -7.4% |
| 3Y | -21.2% | +14.2% | -35.4% | -29.4% |
| 5Y | -29.5% | +2.5% | -32.0% | -38.2% |
| All | -11.2% | +38.2% | -49.4% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling