+201.5%
CAT vs WDAY
-20.6%
+222.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +1.5% |
| 7D | +1.7% | -4.4% | +6.1% | +1.6% |
| 30D | -6.6% | +14.7% | -21.3% | -6.1% |
| 3M | -13.3% | +32.4% | -45.7% | -11.7% |
| 6M | +11.6% | +36.9% | -25.3% | +13.9% |
| YTD | +42.9% | -8.8% | +51.8% | +57.1% |
| 1Y | +95.4% | -15.3% | +110.7% | +117.2% |
| All | +201.5% | -20.6% | +222.1% | +221.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling