+303.5%
WDAY vs OXY
+12.0%
+291.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +3.0% |
| 7D | +1.8% | +4.2% | -2.4% | +1.2% |
| 30D | +4.1% | -4.3% | +8.4% | +4.7% |
| 3M | -4.8% | +2.3% | -7.1% | -5.4% |
| 6M | +68.6% | +5.5% | +63.1% | +66.3% |
| YTD | -8.5% | +44.9% | -53.4% | -14.9% |
| 1Y | -12.1% | +42.6% | -54.7% | -18.0% |
| 3Y | -13.2% | +0.7% | -13.9% | -15.4% |
| 5Y | -33.7% | +96.9% | -130.6% | -43.6% |
| 10Y | +137.4% | +18.8% | +118.6% | +105.1% |
| All | +303.5% | +12.0% | +291.5% | +251.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling