-24.3%
WDAY vs CEG
+632.0%
-656.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.5% |
| 7D | -4.6% | +1.7% | -6.2% | -4.7% |
| 30D | +1.2% | -10.2% | +11.4% | +1.8% |
| 3M | +2.6% | -0.8% | +3.4% | +2.2% |
| 6M | +47.8% | -11.5% | +59.3% | +48.4% |
| YTD | -12.1% | -23.9% | +11.8% | -10.7% |
| 1Y | -17.1% | -25.4% | +8.3% | -15.9% |
| 3Y | -17.9% | +124.2% | -142.0% | -35.3% |
| All | -24.3% | +632.0% | -656.3% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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