+123.9%
WDAY vs CB
+246.2%
-122.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -4.0% | -1.5% | -2.5% | -3.5% |
| 30D | +1.9% | +6.5% | -4.6% | -0.4% |
| 3M | +5.9% | +4.1% | +1.8% | +4.4% |
| 6M | +48.8% | +14.4% | +34.4% | +42.0% |
| YTD | -11.4% | +17.5% | -28.9% | -16.5% |
| 1Y | -15.5% | +27.5% | -43.1% | -22.7% |
| 3Y | -15.6% | +71.6% | -87.2% | -31.6% |
| 5Y | -35.2% | +100.6% | -135.8% | -51.1% |
| 10Y | +123.9% | +243.0% | -119.1% | +22.0% |
| All | +123.9% | +246.2% | -122.3% | +22.0% |
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