-31.1%
WDAY vs CBRE
+42.7%
-73.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.8% |
| 7D | -7.4% | -1.7% | -5.7% | -6.5% |
| 30D | +1.0% | -3.0% | +4.0% | +2.8% |
| 3M | +32.7% | +2.6% | +30.0% | +31.8% |
| 6M | +25.6% | +2.0% | +23.6% | +24.3% |
| YTD | -13.4% | -13.1% | -0.2% | -7.9% |
| 1Y | -19.4% | -13.8% | -5.5% | -14.1% |
| 3Y | -25.8% | +63.9% | -89.6% | -45.8% |
| 5Y | -31.1% | +42.3% | -73.4% | -49.1% |
| All | -31.1% | +42.7% | -73.8% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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