+507.3%
CMG vs WDAY
+308.8%
+198.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.5% |
| 7D | +2.5% | +1.8% | +0.6% | +1.9% |
| 30D | +15.6% | +4.1% | +11.5% | +14.1% |
| 3M | +8.2% | -4.8% | +13.0% | +9.1% |
| 6M | +9.9% | +68.6% | -58.8% | -7.9% |
| YTD | -4.6% | -8.5% | +3.9% | -5.7% |
| 1Y | +12.4% | -12.1% | +24.5% | +12.3% |
| 3Y | -18.0% | -13.2% | -4.8% | -20.3% |
| 5Y | -5.3% | -33.7% | +28.4% | -3.8% |
| 10Y | +344.2% | +137.4% | +206.8% | +235.4% |
| All | +507.3% | +308.8% | +198.4% | +355.0% |
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