+47.0%
WDAY vs CARR
+436.5%
-389.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.7% |
| 7D | -6.1% | +3.2% | -9.3% | -6.7% |
| 30D | +3.7% | -7.7% | +11.4% | +5.3% |
| 3M | +29.6% | -11.9% | +41.5% | +31.7% |
| 6M | +23.3% | +2.0% | +21.3% | +19.8% |
| YTD | -13.3% | +13.2% | -26.4% | -18.5% |
| 1Y | -19.6% | -8.5% | -11.1% | -20.3% |
| 3Y | -25.7% | +5.0% | -30.6% | -30.4% |
| 5Y | -31.6% | +12.0% | -43.5% | -40.2% |
| All | +47.0% | +436.5% | -389.5% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling