-30.6%
WDAY vs CARR
+8.3%
-39.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | -5.2% | -3.8% | -1.4% | -4.2% |
| 30D | +5.9% | -8.9% | +14.8% | +8.6% |
| 3M | +42.3% | -17.3% | +59.6% | +48.3% |
| 6M | +34.7% | -1.4% | +36.1% | +29.8% |
| YTD | -13.5% | +10.0% | -23.5% | -21.3% |
| 1Y | -18.1% | -6.4% | -11.7% | -20.4% |
| 3Y | -26.4% | +1.5% | -27.9% | -35.0% |
| All | -30.6% | +8.3% | -39.0% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling