-13.5%
WDAY vs CARR
-1.4%
-12.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +2.1% |
| 7D | -1.2% | -0.7% | -0.6% | -1.4% |
| 30D | +6.8% | +0.3% | +6.5% | +6.9% |
| 3M | +17.8% | -14.9% | +32.7% | +11.4% |
| 6M | +57.8% | -14.9% | +72.7% | +49.7% |
| YTD | -6.0% | +7.0% | -13.0% | -11.4% |
| 1Y | -13.5% | -1.8% | -11.8% | -15.4% |
| All | -13.5% | -1.4% | -12.1% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling