-25.3%
WDAY vs CEG
+717.5%
-742.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -6.1% | +6.7% | -12.8% | -6.5% |
| 30D | +3.7% | +11.0% | -7.3% | +2.9% |
| 3M | +29.6% | +19.5% | +10.1% | +27.6% |
| 6M | +23.3% | -5.9% | +29.2% | +23.5% |
| YTD | -13.3% | -15.0% | +1.7% | -12.3% |
| 1Y | -19.6% | +0.6% | -20.3% | -20.9% |
| 3Y | -25.7% | +180.6% | -206.3% | -43.7% |
| All | -25.3% | +717.5% | -742.9% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling