+131.0%
WDAY vs CB
+248.4%
-117.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -5.3% | -1.0% | -4.3% | -4.9% |
| 30D | +1.5% | +7.3% | -5.8% | -1.1% |
| 3M | +5.5% | +7.0% | -1.6% | +2.9% |
| 6M | +57.4% | +16.3% | +41.1% | +49.4% |
| YTD | -11.0% | +19.7% | -30.7% | -16.7% |
| 1Y | -15.8% | +27.8% | -43.6% | -23.0% |
| 3Y | -16.9% | +72.0% | -88.9% | -32.7% |
| 5Y | -35.3% | +104.9% | -140.1% | -51.5% |
| 10Y | +131.0% | +246.7% | -115.7% | +25.5% |
| All | +131.0% | +248.4% | -117.4% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling