+302.1%
WDAY vs CAH
+758.4%
-456.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | -4.4% | +5.4% | -9.7% | -5.5% |
| 30D | +14.7% | +3.3% | +11.4% | +13.7% |
| 3M | +32.4% | +22.8% | +9.6% | +25.8% |
| 6M | +36.9% | +11.3% | +25.6% | +32.8% |
| YTD | -8.8% | +21.1% | -30.0% | -14.1% |
| 1Y | -15.3% | +67.2% | -82.5% | -27.4% |
| 3Y | -21.2% | +195.6% | -216.8% | -43.0% |
| 5Y | -29.5% | +413.8% | -443.3% | -57.3% |
| 10Y | +120.0% | +309.6% | -189.5% | +33.6% |
| All | +302.1% | +758.4% | -456.3% | +112.6% |
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