+296.2%
WDAY vs CB
+511.8%
-215.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.9% | -2.9% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | +4.7% | +9.1% | -4.4% | +0.9% |
| 3M | +13.3% | +3.4% | +9.9% | +11.7% |
| 6M | +57.3% | +14.1% | +43.2% | +49.1% |
| YTD | -10.2% | +18.0% | -28.2% | -16.4% |
| 1Y | -14.1% | +30.1% | -44.2% | -23.3% |
| 3Y | -11.7% | +71.8% | -83.4% | -31.1% |
| 5Y | -33.5% | +101.8% | -135.3% | -52.5% |
| 10Y | +133.1% | +252.1% | -119.1% | +12.4% |
| All | +296.2% | +511.8% | -215.6% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling