-31.1%
WDAY vs CAG
-41.8%
+10.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -7.4% | -6.6% | -0.8% | -6.4% |
| 30D | +1.0% | +2.3% | -1.3% | +0.7% |
| 3M | +32.7% | +16.3% | +16.4% | +30.7% |
| 6M | +25.6% | -16.0% | +41.6% | +26.6% |
| YTD | -13.4% | -7.7% | -5.7% | -13.4% |
| 1Y | -19.4% | -16.0% | -3.3% | -18.7% |
| 3Y | -25.8% | -37.7% | +11.9% | -23.7% |
| 5Y | -31.1% | -41.2% | +10.1% | -29.0% |
| All | -31.1% | -41.8% | +10.7% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling