-17.1%
WDAY vs CAI
-14.7%
-2.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.9% | +3.4% |
| 7D | +1.8% | -8.7% | +10.5% | +2.8% |
| 30D | +4.1% | -23.8% | +27.9% | +6.5% |
| 3M | -4.8% | +3.9% | -8.7% | -6.2% |
| 6M | +68.6% | +56.8% | +11.8% | +58.6% |
| YTD | -8.5% | -14.6% | +6.1% | -8.7% |
| 1Y | -12.1% | -5.2% | -6.9% | -13.3% |
| All | -17.1% | -14.7% | -2.4% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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