-26.6%
WDAY vs CARR
-0.1%
-26.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.4% |
| 7D | -10.5% | -4.1% | -6.4% | -10.3% |
| 30D | +2.1% | -11.0% | +13.1% | +2.9% |
| 3M | +34.6% | -16.4% | +51.0% | +35.6% |
| 6M | +29.9% | -2.4% | +32.3% | +26.5% |
| YTD | -13.8% | +8.4% | -22.2% | -19.0% |
| 1Y | -18.3% | -8.0% | -10.3% | -19.9% |
| All | -26.6% | -0.1% | -26.5% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling