-28.6%
WDAY vs CAPR
+84.7%
-113.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.4% |
| 7D | -4.4% | -2.0% | -2.4% | -4.4% |
| 30D | +14.7% | +139.2% | -124.4% | +14.4% |
| 3M | +32.4% | -66.4% | +98.7% | +32.8% |
| 6M | +36.9% | -63.1% | +100.0% | +37.1% |
| YTD | -8.8% | -67.4% | +58.6% | -8.6% |
| 1Y | -15.3% | +58.2% | -73.5% | -18.2% |
| 3Y | -21.2% | +42.2% | -63.4% | -29.0% |
| All | -28.6% | +84.7% | -113.3% | -41.2% |
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