+109.9%
WDAY vs CFG
+313.6%
-203.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.6% |
| 7D | -6.1% | +2.7% | -8.8% | -6.8% |
| 30D | +3.7% | -3.7% | +7.4% | +4.7% |
| 3M | +29.6% | +9.5% | +20.1% | +26.1% |
| 6M | +23.3% | +22.2% | +1.1% | +15.8% |
| YTD | -13.3% | +22.3% | -35.6% | -18.8% |
| 1Y | -19.6% | +39.4% | -59.1% | -27.6% |
| 3Y | -25.7% | +188.5% | -214.2% | -46.6% |
| 5Y | -31.6% | +101.5% | -133.1% | -46.9% |
| 10Y | +109.9% | +308.6% | -198.7% | +18.6% |
| All | +109.9% | +313.6% | -203.7% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CFG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling