-33.5%
WDAY vs CFG
+61.7%
-95.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | +1.8% | +3.2% | -1.4% | +0.9% |
| 30D | +4.1% | +5.1% | -1.1% | +2.6% |
| 3M | -4.8% | -11.2% | +6.4% | -1.8% |
| 6M | +68.6% | +9.6% | +59.1% | +63.5% |
| YTD | -8.5% | +15.0% | -23.5% | -13.1% |
| 1Y | -12.1% | +29.9% | -42.0% | -19.6% |
| 3Y | -13.2% | +192.1% | -205.3% | -38.9% |
| All | -33.5% | +61.7% | -95.2% | -44.4% |
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