-13.5%
WDAY vs CB
+34.9%
-48.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.1% |
| 7D | -1.2% | +5.3% | -6.5% | -3.2% |
| 30D | +6.8% | +13.2% | -6.4% | +1.5% |
| 3M | +17.8% | +7.8% | +10.1% | +14.2% |
| 6M | +57.8% | +15.8% | +42.0% | +54.4% |
| YTD | -6.0% | +21.0% | -27.0% | -11.3% |
| 1Y | -13.5% | +32.2% | -45.7% | -20.3% |
| All | -13.5% | +34.9% | -48.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling