+536.2%
CMG vs WDAY
+287.7%
+248.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +1.3% |
| 7D | -1.5% | -6.1% | +4.6% | +0.1% |
| 30D | +12.7% | +3.7% | +9.0% | +10.7% |
| 3M | +26.3% | +29.6% | -3.3% | +15.2% |
| 6M | +4.5% | +23.3% | -18.8% | -4.5% |
| YTD | -0.1% | -13.3% | +13.2% | +0.5% |
| 1Y | -6.8% | -19.6% | +12.9% | -4.4% |
| 3Y | -5.0% | -25.7% | +20.7% | -3.4% |
| 5Y | -3.0% | -31.6% | +28.5% | -2.0% |
| 10Y | +323.6% | +109.9% | +213.6% | +229.0% |
| All | +536.2% | +287.7% | +248.5% | +385.0% |
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