+111.5%
WDAY vs CAG
-35.7%
+147.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | -10.5% | -5.9% | -4.7% | -9.7% |
| 30D | +2.1% | -1.5% | +3.6% | +2.4% |
| 3M | +34.6% | +11.5% | +23.2% | +32.9% |
| 6M | +29.9% | -15.7% | +45.6% | +32.7% |
| YTD | -13.8% | -10.2% | -3.6% | -12.9% |
| 1Y | -18.3% | -18.1% | -0.2% | -16.5% |
| 3Y | -26.2% | -39.4% | +13.2% | -21.9% |
| 5Y | -30.8% | -42.6% | +11.8% | -26.7% |
| All | +111.5% | -35.7% | +147.2% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling