+130.1%
WDAY vs CG
+308.6%
-178.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -4.6% | +2.0% | -6.5% | -5.6% |
| 30D | +1.2% | +8.5% | -7.3% | -2.8% |
| 3M | +2.6% | -12.1% | +14.7% | +8.2% |
| 6M | +47.8% | -16.4% | +64.2% | +58.0% |
| YTD | -12.1% | -28.0% | +15.9% | -0.4% |
| 1Y | -17.1% | -18.9% | +1.8% | -11.1% |
| 3Y | -17.9% | +51.2% | -69.1% | -38.3% |
| 5Y | -35.1% | -15.9% | -19.2% | -38.6% |
| 10Y | +130.1% | +305.9% | -175.8% | +2.0% |
| All | +130.1% | +308.6% | -178.5% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling