-13.2%
WDAY vs CAH
+180.6%
-193.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +2.0% | +3.0% |
| 7D | +1.8% | +3.5% | -1.6% | +1.7% |
| 30D | +4.1% | +13.5% | -9.4% | +3.5% |
| 3M | -4.8% | +21.8% | -26.7% | -5.5% |
| 6M | +68.6% | +51.5% | +17.1% | +66.5% |
| YTD | -8.5% | +38.1% | -46.6% | -10.1% |
| 1Y | -12.1% | +37.7% | -49.8% | -13.5% |
| 3Y | -13.2% | +179.6% | -192.8% | -23.8% |
| All | -13.2% | +180.6% | -193.8% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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