-33.5%
WDAY vs CI
+49.5%
-83.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | +1.8% | +1.2% | +0.7% | +1.7% |
| 30D | +4.1% | +2.6% | +1.5% | +3.8% |
| 3M | -4.8% | +7.4% | -12.3% | -5.5% |
| 6M | +68.6% | -0.1% | +68.7% | +68.4% |
| YTD | -8.5% | +9.7% | -18.3% | -9.7% |
| 1Y | -12.1% | +12.1% | -24.2% | -13.4% |
| 3Y | -13.2% | +7.0% | -20.2% | -15.0% |
| All | -33.5% | +49.5% | -83.1% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling