+109.9%
WDAY vs CAPR
-77.1%
+187.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.2% | -4.8% |
| 7D | -6.1% | -9.5% | +3.4% | -6.0% |
| 30D | +3.7% | +121.5% | -117.8% | +2.1% |
| 3M | +29.6% | -65.4% | +94.9% | +30.2% |
| 6M | +23.3% | -67.5% | +90.9% | +24.0% |
| YTD | -13.3% | -68.6% | +55.3% | -12.9% |
| 1Y | -19.6% | +42.7% | -62.3% | -25.0% |
| 3Y | -25.7% | +43.4% | -69.0% | -33.6% |
| 5Y | -31.6% | +86.0% | -117.6% | -40.4% |
| 10Y | +109.9% | -77.4% | +187.3% | +74.8% |
| All | +109.9% | -77.1% | +187.1% | +74.8% |
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