+302.1%
WDAY vs CAG
+17.5%
+284.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -4.4% | -3.8% | -0.6% | -3.7% |
| 30D | +14.7% | +3.1% | +11.6% | +14.2% |
| 3M | +32.4% | +23.5% | +8.9% | +28.0% |
| 6M | +36.9% | -14.8% | +51.7% | +40.1% |
| YTD | -8.8% | -5.4% | -3.4% | -8.5% |
| 1Y | -15.3% | -11.8% | -3.5% | -14.1% |
| 3Y | -21.2% | -36.7% | +15.4% | -16.4% |
| 5Y | -29.5% | -40.3% | +10.8% | -25.0% |
| 10Y | +120.0% | -37.0% | +157.0% | +123.3% |
| All | +302.1% | +17.5% | +284.6% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling