-19.2%
WDAY vs CART
+40.2%
-59.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.4% | +2.9% |
| 7D | +1.8% | +1.3% | +0.5% | +1.6% |
| 30D | +4.1% | +19.2% | -15.1% | +0.9% |
| 3M | -4.8% | +17.6% | -22.4% | -7.6% |
| 6M | +68.6% | +47.4% | +21.3% | +58.6% |
| YTD | -8.5% | +30.9% | -39.4% | -13.5% |
| 1Y | -12.1% | +46.0% | -58.1% | -17.5% |
| 3Y | -13.2% | +130.3% | -143.5% | -21.5% |
| All | -19.2% | +40.2% | -59.4% | -28.3% |
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