-34.1%
WDAY vs CAPR
+142.6%
-176.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.7% | -8.3% | -3.6% |
| 7D | -2.5% | +41.1% | -43.6% | -2.6% |
| 30D | +4.7% | +11.1% | -6.4% | +4.6% |
| 3M | +13.3% | +115.3% | -102.0% | +13.0% |
| 6M | +57.3% | -73.8% | +131.1% | +58.0% |
| YTD | -10.2% | -68.8% | +58.6% | -10.0% |
| 1Y | -14.1% | +43.3% | -57.4% | -16.6% |
| 3Y | -11.7% | +214.7% | -226.4% | -25.1% |
| All | -34.1% | +142.6% | -176.7% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling