-19.4%
WDAY vs CEG
-1.7%
-17.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.4% |
| 7D | -7.4% | +1.3% | -8.7% | -7.1% |
| 30D | +1.0% | +8.8% | -7.8% | +2.6% |
| 3M | +32.7% | +17.0% | +15.7% | +36.6% |
| 6M | +25.6% | -8.7% | +34.3% | +27.3% |
| YTD | -13.4% | -16.4% | +3.1% | -12.0% |
| 1Y | -19.4% | -1.8% | -17.6% | -17.6% |
| All | -19.4% | -1.7% | -17.7% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling