-28.6%
WDAY vs CASY
+276.6%
-305.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -4.4% | +0.1% | -4.4% | -4.4% |
| 30D | +14.7% | -11.3% | +26.1% | +16.8% |
| 3M | +32.4% | -0.6% | +33.0% | +31.6% |
| 6M | +36.9% | +10.7% | +26.2% | +32.0% |
| YTD | -8.8% | +37.1% | -46.0% | -16.7% |
| 1Y | -15.3% | +52.3% | -67.6% | -25.0% |
| 3Y | -21.2% | +215.2% | -236.4% | -46.9% |
| All | -28.6% | +276.6% | -305.3% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling