-15.3%
WDAY vs CG
-24.3%
+9.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.7% | -4.8% |
| 7D | -4.4% | -4.3% | 0.0% | -2.8% |
| 30D | +14.7% | -5.1% | +19.8% | +17.0% |
| 3M | +32.4% | +8.7% | +23.7% | +29.6% |
| 6M | +36.9% | -9.2% | +46.1% | +41.7% |
| YTD | -8.8% | -18.9% | +10.0% | -1.8% |
| 1Y | -15.3% | -25.6% | +10.3% | -6.5% |
| All | -15.3% | -24.3% | +9.0% | -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