+302.1%
WDAY vs CF
+340.8%
-38.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.1% | -4.7% |
| 7D | -4.4% | +6.0% | -10.4% | -5.5% |
| 30D | +14.7% | +14.8% | -0.1% | +11.4% |
| 3M | +32.4% | +14.1% | +18.3% | +28.4% |
| 6M | +36.9% | +28.5% | +8.3% | +27.8% |
| YTD | -8.8% | +74.9% | -83.8% | -20.6% |
| 1Y | -15.3% | +61.7% | -77.0% | -25.1% |
| 3Y | -21.2% | +80.3% | -101.5% | -33.5% |
| 5Y | -29.5% | +226.0% | -255.5% | -50.7% |
| 10Y | +120.0% | +569.9% | -449.8% | +21.8% |
| All | +302.1% | +340.8% | -38.7% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling