-20.6%
WDAY vs CART
+38.4%
-59.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | -2.5% | +3.0% | -5.4% | -3.0% |
| 30D | +4.7% | +28.6% | -23.9% | +0.1% |
| 3M | +13.3% | +29.1% | -15.8% | +8.5% |
| 6M | +57.3% | +44.7% | +12.6% | +48.2% |
| YTD | -10.2% | +29.2% | -39.4% | -14.9% |
| 1Y | -14.1% | +66.2% | -80.2% | -19.9% |
| 3Y | -11.7% | +112.8% | -124.5% | -20.1% |
| All | -20.6% | +38.4% | -59.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling