+1,289.4%
CAT vs WDAY
+307.5%
+981.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +2.5% |
| 7D | +1.7% | -4.4% | +6.1% | +2.3% |
| 30D | -6.6% | +14.7% | -21.3% | -8.9% |
| 3M | -13.3% | +32.4% | -45.7% | -18.1% |
| 6M | +11.6% | +36.9% | -25.3% | +3.5% |
| YTD | +42.9% | -8.8% | +51.8% | +42.9% |
| 1Y | +95.4% | -15.3% | +110.7% | +97.5% |
| 3Y | +196.6% | -21.2% | +217.8% | +198.9% |
| 5Y | +321.7% | -29.5% | +351.2% | +322.5% |
| 10Y | +1,140.8% | +120.0% | +1,020.8% | +843.0% |
| All | +1,289.4% | +307.5% | +981.9% | +938.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling