-31.6%
WDAY vs CG
+9.5%
-41.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -4.0% |
| 7D | -6.1% | -1.3% | -4.8% | -5.5% |
| 30D | +3.7% | -3.2% | +6.9% | +5.5% |
| 3M | +29.6% | +6.2% | +23.4% | +26.3% |
| 6M | +23.3% | -4.7% | +28.0% | +24.9% |
| YTD | -13.3% | -20.6% | +7.4% | -5.6% |
| 1Y | -19.6% | -26.4% | +6.7% | -10.3% |
| 3Y | -25.7% | +55.4% | -81.1% | -44.7% |
| 5Y | -31.6% | +9.8% | -41.4% | -43.0% |
| All | -31.6% | +9.5% | -41.1% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling