+296.2%
WDAY vs CBRE
+612.5%
-316.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | -2.5% | +5.2% | -7.7% | -4.9% |
| 30D | +4.7% | +6.2% | -1.5% | +1.3% |
| 3M | +13.3% | -8.1% | +21.4% | +17.4% |
| 6M | +57.3% | -6.6% | +64.0% | +61.4% |
| YTD | -10.2% | -15.7% | +5.5% | -4.2% |
| 1Y | -14.1% | -9.7% | -4.4% | -11.4% |
| 3Y | -11.7% | +80.4% | -92.1% | -36.7% |
| 5Y | -33.5% | +27.0% | -60.5% | -44.6% |
| 10Y | +133.1% | +412.9% | -279.9% | -10.7% |
| All | +296.2% | +612.5% | -316.3% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling