-31.1%
WDAY vs CAH
+400.5%
-431.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -7.4% | -2.2% | -5.1% | -7.1% |
| 30D | +1.0% | +1.2% | -0.2% | +0.9% |
| 3M | +32.7% | +13.1% | +19.6% | +30.8% |
| 6M | +25.6% | +8.5% | +17.1% | +24.5% |
| YTD | -13.4% | +17.6% | -31.0% | -15.7% |
| 1Y | -19.4% | +60.7% | -80.0% | -27.1% |
| 3Y | -25.8% | +183.2% | -208.9% | -41.4% |
| 5Y | -31.1% | +402.2% | -433.3% | -55.8% |
| All | -31.1% | +400.5% | -431.6% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling