+144.0%
WDAY vs CF
+479.1%
-335.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.8% | +4.8% | -2.9% | +0.9% |
| 30D | +4.1% | +4.7% | -0.6% | +3.0% |
| 3M | -4.8% | +7.4% | -12.3% | -6.4% |
| 6M | +68.6% | +0.6% | +68.0% | +67.2% |
| YTD | -8.5% | +64.1% | -72.6% | -19.7% |
| 1Y | -12.1% | +51.4% | -63.5% | -21.5% |
| 3Y | -13.2% | +67.8% | -81.0% | -25.9% |
| 5Y | -33.7% | +114.1% | -147.9% | -49.3% |
| All | +144.0% | +479.1% | -335.1% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling