+128.0%
WDAY vs CFG
+347.0%
-219.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | -2.5% | -0.9% | -1.6% | -2.2% |
| 30D | +4.7% | +1.1% | +3.6% | +4.3% |
| 3M | +13.3% | -12.0% | +25.3% | +17.6% |
| 6M | +57.3% | -2.2% | +59.5% | +57.6% |
| YTD | -10.2% | +11.4% | -21.6% | -14.1% |
| 1Y | -14.1% | +27.8% | -41.9% | -21.3% |
| 3Y | -11.7% | +173.3% | -185.0% | -37.5% |
| 5Y | -33.5% | +62.4% | -95.9% | -46.0% |
| 10Y | +133.1% | +249.6% | -116.5% | +18.2% |
| All | +128.0% | +347.0% | -219.0% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling