-13.2%
WDAY vs CAPR
+239.1%
-252.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.9% | +10.0% | +3.0% |
| 7D | +1.8% | +5.9% | -4.0% | +1.9% |
| 30D | +4.1% | +44.6% | -40.5% | +4.2% |
| 3M | -4.8% | +126.4% | -131.2% | -4.5% |
| 6M | +68.6% | -68.6% | +137.2% | +68.9% |
| YTD | -8.5% | -67.0% | +58.4% | -8.4% |
| 1Y | -12.1% | +65.2% | -77.3% | -12.6% |
| 3Y | -13.2% | +235.6% | -248.8% | -4.8% |
| All | -13.2% | +239.1% | -252.3% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling