+119.3%
WDAY vs CB
+219.1%
-99.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.7% |
| 7D | -4.4% | +0.5% | -4.9% | -4.5% |
| 30D | +14.7% | -3.1% | +17.8% | +16.1% |
| 3M | +32.4% | +9.0% | +23.4% | +28.8% |
| 6M | +36.9% | +2.9% | +34.0% | +35.5% |
| YTD | -8.8% | +10.1% | -18.9% | -12.0% |
| 1Y | -15.3% | +22.8% | -38.1% | -21.5% |
| 3Y | -21.2% | +73.8% | -95.0% | -36.6% |
| 5Y | -29.5% | +99.2% | -128.7% | -46.8% |
| All | +119.3% | +219.1% | -99.8% | +31.2% |
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