-7.6%
WDAY vs CF
+47.5%
-55.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +2.2% |
| 7D | -1.2% | -6.9% | +5.6% | -0.8% |
| 30D | +6.8% | -3.7% | +10.6% | +7.0% |
| 3M | +17.8% | -5.0% | +22.8% | +18.2% |
| 6M | +57.8% | -10.5% | +68.3% | +58.8% |
| YTD | -6.0% | +46.5% | -52.5% | -10.9% |
| 1Y | -13.5% | +34.8% | -48.4% | -17.0% |
| All | -7.6% | +47.5% | -55.1% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling