+68.6%
WDAY vs CAH
+55.6%
+13.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +3.6% |
| 3M | -4.8% | +21.8% | -26.7% | -4.3% |
| 6M | +68.6% | +51.5% | +17.1% | +105.2% |
| All | +68.6% | +55.6% | +13.1% | +105.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling