-13.5%
WDAY vs CG
-14.1%
+0.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.5% | -2.6% | +0.2% |
| 7D | -1.2% | +9.4% | -10.7% | -4.8% |
| 30D | +6.8% | +8.7% | -1.9% | +3.1% |
| 3M | +17.8% | -15.0% | +32.8% | +25.2% |
| 6M | +57.8% | -13.2% | +71.0% | +67.1% |
| YTD | -6.0% | -26.2% | +20.1% | +7.0% |
| 1Y | -13.5% | -14.1% | +0.6% | -6.5% |
| All | -13.5% | -14.1% | +0.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling