+303.5%
WDAY vs CAH
+878.5%
-575.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +2.0% | +2.8% |
| 7D | +1.8% | +3.5% | -1.6% | +1.0% |
| 30D | +4.1% | +13.5% | -9.4% | +0.9% |
| 3M | -4.8% | +21.8% | -26.7% | -9.4% |
| 6M | +68.6% | +51.5% | +17.1% | +52.1% |
| YTD | -8.5% | +38.1% | -46.6% | -16.6% |
| 1Y | -12.1% | +37.7% | -49.8% | -19.8% |
| 3Y | -13.2% | +179.6% | -192.8% | -35.9% |
| 5Y | -33.7% | +504.9% | -538.7% | -61.4% |
| 10Y | +137.4% | +418.6% | -281.1% | +33.5% |
| All | +303.5% | +878.5% | -575.0% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling