+213.9%
CAT vs WDAY
-33.9%
+247.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.9% | -0.9% |
| 7D | +7.4% | +1.8% | +5.6% | +7.4% |
| 30D | -19.7% | +4.1% | -23.7% | -19.8% |
| 3M | -29.6% | -4.8% | -24.8% | -29.5% |
| 6M | -33.2% | +68.6% | -101.8% | -36.0% |
| YTD | +5.7% | -8.5% | +14.2% | +10.4% |
| 1Y | +9.3% | -12.1% | +21.4% | +14.9% |
| 3Y | +158.3% | -13.2% | +171.5% | +167.7% |
| All | +213.9% | -33.9% | +247.8% | +213.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling