-25.7%
WDAY vs CAG
-36.6%
+11.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -4.6% |
| 7D | -6.1% | -5.3% | -0.8% | -5.2% |
| 30D | +3.7% | +1.0% | +2.7% | +3.6% |
| 3M | +29.6% | +17.4% | +12.2% | +27.6% |
| 6M | +23.3% | -16.8% | +40.1% | +23.1% |
| YTD | -13.3% | -6.8% | -6.5% | -13.9% |
| 1Y | -19.6% | -15.4% | -4.3% | -19.7% |
| 3Y | -25.7% | -37.1% | +11.4% | -24.8% |
| All | -25.7% | -36.6% | +11.0% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling