+123.9%
WDAY vs CASY
+551.3%
-427.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.5% |
| 7D | -4.0% | +3.6% | -7.6% | -4.8% |
| 30D | +1.9% | +7.2% | -5.3% | +0.3% |
| 3M | +5.9% | -16.9% | +22.8% | +9.8% |
| 6M | +48.8% | -19.3% | +68.1% | +54.1% |
| YTD | -11.4% | +25.6% | -37.1% | -19.1% |
| 1Y | -15.5% | +30.2% | -45.7% | -23.7% |
| 3Y | -15.6% | +154.9% | -170.5% | -39.4% |
| 5Y | -35.2% | +252.1% | -287.3% | -58.7% |
| 10Y | +123.9% | +535.8% | -412.0% | +14.7% |
| All | +123.9% | +551.3% | -427.5% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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