+109.9%
WDAY vs CI
+142.6%
-32.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.0% | -4.4% |
| 7D | -6.1% | -2.0% | -4.1% | -5.6% |
| 30D | +3.7% | -1.8% | +5.5% | +4.1% |
| 3M | +29.6% | -4.2% | +33.8% | +30.9% |
| 6M | +23.3% | +2.7% | +20.6% | +21.9% |
| YTD | -13.3% | +1.9% | -15.2% | -14.4% |
| 1Y | -19.6% | -6.3% | -13.4% | -19.6% |
| 3Y | -25.7% | +3.9% | -29.5% | -29.7% |
| 5Y | -31.6% | +41.9% | -73.4% | -42.5% |
| 10Y | +109.9% | +140.4% | -30.4% | +38.4% |
| All | +109.9% | +142.6% | -32.6% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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