+302.1%
WDAY vs CAPR
-81.2%
+383.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.4% |
| 7D | -4.4% | -2.0% | -2.4% | -4.3% |
| 30D | +14.7% | +139.2% | -124.4% | +12.8% |
| 3M | +32.4% | -66.4% | +98.7% | +33.1% |
| 6M | +36.9% | -63.1% | +100.0% | +37.2% |
| YTD | -8.8% | -67.4% | +58.6% | -8.5% |
| 1Y | -15.3% | +58.2% | -73.5% | -21.1% |
| 3Y | -21.2% | +42.2% | -63.4% | -29.0% |
| 5Y | -29.5% | +87.3% | -116.8% | -37.8% |
| 10Y | +120.0% | -75.3% | +195.3% | +83.2% |
| All | +302.1% | -81.2% | +383.3% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling