-28.6%
WDAY vs CFG
+101.4%
-130.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -4.4% | +1.5% | -5.9% | -4.7% |
| 30D | +14.7% | -3.8% | +18.6% | +15.8% |
| 3M | +32.4% | +11.5% | +20.9% | +28.3% |
| 6M | +36.9% | +19.2% | +17.7% | +29.5% |
| YTD | -8.8% | +23.7% | -32.5% | -14.8% |
| 1Y | -15.3% | +38.8% | -54.1% | -23.6% |
| 3Y | -21.2% | +178.9% | -200.1% | -42.7% |
| All | -28.6% | +101.4% | -130.0% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling