+123.9%
WDAY vs CAPR
-64.9%
+188.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.4% | -10.8% | -1.5% |
| 7D | -4.0% | +36.0% | -40.0% | -4.5% |
| 30D | +1.9% | +25.8% | -23.9% | +1.5% |
| 3M | +5.9% | +140.8% | -134.9% | +4.1% |
| 6M | +48.8% | -67.6% | +116.4% | +49.5% |
| YTD | -11.4% | -65.9% | +54.4% | -11.2% |
| 1Y | -15.5% | +66.1% | -81.6% | -21.4% |
| 3Y | -15.6% | +256.9% | -272.5% | -26.6% |
| 5Y | -35.2% | +172.1% | -207.3% | -44.1% |
| 10Y | +123.9% | -64.7% | +188.6% | +81.3% |
| All | +123.9% | -64.9% | +188.8% | +81.3% |
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