-13.5%
WDAY vs CF
+35.9%
-49.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +1.9% |
| 7D | -1.2% | -6.9% | +5.6% | -1.3% |
| 30D | +6.8% | -3.7% | +10.6% | +6.8% |
| 3M | +17.8% | -5.0% | +22.8% | +18.1% |
| 6M | +57.8% | -10.5% | +68.3% | +58.3% |
| YTD | -6.0% | +46.5% | -52.5% | -5.7% |
| 1Y | -13.5% | +34.8% | -48.4% | -10.3% |
| All | -13.5% | +35.9% | -49.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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