-11.7%
WDAY vs CI
0.0%
-11.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -3.5% |
| 7D | -2.5% | -1.6% | -0.9% | -2.4% |
| 30D | +4.7% | +5.4% | -0.7% | +4.6% |
| 3M | +13.3% | +7.3% | +6.1% | +13.3% |
| 6M | +57.3% | +5.3% | +52.0% | +57.3% |
| YTD | -10.2% | +8.5% | -18.7% | -10.2% |
| 1Y | -14.1% | +17.1% | -31.2% | -14.3% |
| 3Y | -11.7% | +1.4% | -13.1% | -16.7% |
| All | -11.7% | 0.0% | -11.7% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling