+855.8%
CAT vs WDAY
+301.5%
+554.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.4% |
| 7D | -10.3% | -2.5% | -7.8% | -10.0% |
| 30D | -31.2% | +4.7% | -35.9% | -31.7% |
| 3M | -34.7% | +13.3% | -48.0% | -36.3% |
| 6M | -39.5% | +57.3% | -96.8% | -45.0% |
| YTD | -1.7% | -10.2% | +8.5% | -1.7% |
| 1Y | -1.1% | -14.1% | +13.0% | -0.4% |
| 3Y | +143.9% | -11.7% | +155.5% | +139.8% |
| 5Y | +194.8% | -33.5% | +228.2% | +198.3% |
| 10Y | +739.8% | +133.1% | +606.7% | +531.0% |
| All | +855.8% | +301.5% | +554.4% | +614.6% |
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