-13.5%
WDAY vs CAPR
+47.4%
-61.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.3% | +2.0% |
| 7D | -1.2% | +43.2% | -44.4% | -1.0% |
| 30D | +6.8% | +14.7% | -7.8% | +6.9% |
| 3M | +17.8% | +113.9% | -96.1% | +18.5% |
| 6M | +57.8% | -73.4% | +131.2% | +58.1% |
| YTD | -6.0% | -69.1% | +63.1% | -5.9% |
| 1Y | -13.5% | +47.2% | -60.7% | -14.2% |
| All | -13.5% | +47.4% | -61.0% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling