-7.6%
WDAY vs CART
+116.9%
-124.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.7% |
| 7D | -1.2% | +1.4% | -2.6% | -1.5% |
| 30D | +6.8% | +29.7% | -22.9% | +1.5% |
| 3M | +17.8% | +29.7% | -11.9% | +12.1% |
| 6M | +57.8% | +36.8% | +21.0% | +48.8% |
| YTD | -6.0% | +31.7% | -37.7% | -11.8% |
| 1Y | -13.5% | +62.4% | -75.9% | -20.2% |
| All | -7.6% | +116.9% | -124.5% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling