-11.7%
WDAY vs CFG
+168.6%
-180.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | -2.5% | -0.9% | -1.6% | -2.3% |
| 30D | +4.7% | +1.1% | +3.6% | +4.4% |
| 3M | +13.3% | -12.0% | +25.3% | +16.8% |
| 6M | +57.3% | -2.2% | +59.5% | +57.6% |
| YTD | -10.2% | +11.4% | -21.6% | -13.7% |
| 1Y | -14.1% | +27.8% | -41.9% | -20.9% |
| 3Y | -11.7% | +173.3% | -185.0% | -30.6% |
| All | -11.7% | +168.6% | -180.3% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling