-19.5%
WDAY vs CART
+21.6%
-41.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.2% |
| 7D | -4.4% | +1.0% | -5.4% | -4.5% |
| 30D | +14.7% | +12.6% | +2.1% | +12.7% |
| 3M | +32.4% | +23.1% | +9.3% | +28.4% |
| 6M | +36.9% | +39.5% | -2.7% | +30.8% |
| YTD | -8.8% | +13.5% | -22.4% | -11.5% |
| 1Y | -15.3% | +14.9% | -30.2% | -18.0% |
| All | -19.5% | +21.6% | -41.1% | -26.6% |
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