-21.8%
WDAY vs CART
+39.2%
-60.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -4.0% | +1.5% | -5.5% | -4.3% |
| 30D | +1.9% | +22.4% | -20.5% | -1.7% |
| 3M | +5.9% | +16.5% | -10.6% | +3.0% |
| 6M | +48.8% | +44.9% | +3.9% | +40.2% |
| YTD | -11.4% | +30.0% | -41.4% | -16.2% |
| 1Y | -15.5% | +59.1% | -74.6% | -21.1% |
| 3Y | -15.6% | +138.8% | -154.4% | -23.7% |
| All | -21.8% | +39.2% | -60.9% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling