+302.1%
WDAY vs OXY
+13.9%
+288.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.4% | -5.2% |
| 7D | -4.4% | +1.6% | -6.0% | -4.6% |
| 30D | +14.7% | +11.6% | +3.2% | +12.6% |
| 3M | +32.4% | +2.8% | +29.6% | +31.4% |
| 6M | +36.9% | +13.0% | +23.8% | +33.5% |
| YTD | -8.8% | +47.4% | -56.2% | -15.3% |
| 1Y | -15.3% | +31.5% | -46.8% | -19.9% |
| 3Y | -21.2% | -1.9% | -19.3% | -22.8% |
| 5Y | -29.5% | +148.0% | -177.5% | -42.5% |
| 10Y | +120.0% | +2.3% | +117.8% | +103.2% |
| All | +302.1% | +13.9% | +288.2% | +250.2% |
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