-30.8%
WDAY vs OXY
+156.7%
-187.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -10.5% | +0.9% | -11.5% | -10.7% |
| 30D | +2.1% | +3.6% | -1.4% | +1.6% |
| 3M | +34.6% | +7.1% | +27.5% | +33.1% |
| 6M | +29.9% | +15.7% | +14.2% | +26.9% |
| YTD | -13.8% | +50.1% | -64.0% | -19.2% |
| 1Y | -18.3% | +34.1% | -52.4% | -22.2% |
| 3Y | -26.2% | -1.5% | -24.7% | -27.8% |
| 5Y | -30.8% | +162.0% | -192.8% | -35.0% |
| All | -30.8% | +156.7% | -187.6% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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