+131.0%
WDAY vs CAPR
-59.1%
+190.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +26.5% | -25.3% | +0.8% |
| 7D | -5.3% | +25.8% | -31.1% | -5.7% |
| 30D | +1.5% | +50.2% | -48.7% | +0.8% |
| 3M | +5.5% | +185.5% | -180.0% | +3.3% |
| 6M | +57.4% | -64.8% | +122.3% | +58.0% |
| YTD | -11.0% | -61.1% | +50.1% | -11.0% |
| 1Y | -15.8% | +81.0% | -96.7% | -21.7% |
| 3Y | -16.9% | +300.7% | -317.6% | -27.8% |
| 5Y | -35.3% | +223.3% | -258.6% | -44.4% |
| 10Y | +131.0% | -58.8% | +189.8% | +87.5% |
| All | +131.0% | -59.1% | +190.1% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling