-13.2%
WDAY vs CASY
+161.8%
-175.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.3% | +3.0% |
| 7D | +1.8% | +3.6% | -1.7% | +1.8% |
| 30D | +4.1% | +9.1% | -5.0% | +3.9% |
| 3M | -4.8% | -16.5% | +11.7% | -5.1% |
| 6M | +68.6% | -19.7% | +88.3% | +69.3% |
| YTD | -8.5% | +29.3% | -37.8% | -11.2% |
| 1Y | -12.1% | +33.1% | -45.2% | -15.0% |
| 3Y | -13.2% | +158.5% | -171.7% | -16.4% |
| All | -13.2% | +161.8% | -175.0% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling