+695.3%
CAT vs WDAY
+129.5%
+565.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +9.3% | -4.8% | +14.1% | +10.1% |
| 30D | -21.5% | +2.5% | -24.0% | -21.8% |
| 3M | -29.1% | +8.8% | -37.8% | -30.4% |
| 6M | -33.4% | +60.7% | -94.1% | -39.8% |
| YTD | +6.6% | -11.2% | +17.8% | +7.6% |
| 1Y | +6.5% | -15.6% | +22.1% | +8.6% |
| 3Y | +162.7% | -17.1% | +179.8% | +163.1% |
| 5Y | +214.2% | -35.7% | +249.9% | +224.8% |
| All | +695.3% | +129.5% | +565.8% | +455.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 10y: compounded portfolio wealth divided by compounded WDAY 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…
10y analysis · Full analysis span regression · 6 months rolling