-34.1%
WDAY vs CF
+120.6%
-154.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.7% |
| 7D | -2.5% | -3.2% | +0.7% | -2.2% |
| 30D | +4.7% | +4.3% | +0.4% | +4.2% |
| 3M | +13.3% | +2.8% | +10.5% | +12.8% |
| 6M | +57.3% | +0.6% | +56.7% | +56.5% |
| YTD | -10.2% | +56.6% | -66.8% | -16.4% |
| 1Y | -14.1% | +49.6% | -63.7% | -19.5% |
| 3Y | -11.7% | +61.5% | -73.2% | -19.5% |
| All | -34.1% | +120.6% | -154.7% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling