+291.5%
WDAY vs OXY
+11.3%
+280.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -4.8% | +3.6% | -8.4% | -5.3% |
| 30D | +2.5% | -5.3% | +7.8% | +3.3% |
| 3M | +8.8% | +0.2% | +8.6% | +8.4% |
| 6M | +60.7% | +4.7% | +56.0% | +58.7% |
| YTD | -11.2% | +44.0% | -55.3% | -17.3% |
| 1Y | -15.6% | +42.1% | -57.7% | -21.3% |
| 3Y | -17.1% | +1.2% | -18.3% | -19.3% |
| 5Y | -35.7% | +95.7% | -131.4% | -45.3% |
| 10Y | +130.4% | +18.1% | +112.3% | +99.2% |
| All | +291.5% | +11.3% | +280.2% | +241.6% |
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