-35.7%
WDAY vs CB
+105.8%
-141.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | +2.5% | +7.4% | -4.9% | 0.0% |
| 3M | +8.8% | +8.6% | +0.1% | +5.8% |
| 6M | +60.7% | +16.1% | +44.6% | +53.6% |
| YTD | -11.2% | +20.2% | -31.4% | -16.4% |
| 1Y | -15.6% | +27.2% | -42.8% | -22.0% |
| 3Y | -17.1% | +72.7% | -89.8% | -32.1% |
| 5Y | -35.7% | +105.9% | -141.6% | -52.0% |
| All | -35.7% | +105.8% | -141.5% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling