+302.1%
WDAY vs CI
+524.1%
-222.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.1% |
| 7D | -4.4% | +1.3% | -5.7% | -4.6% |
| 30D | +14.7% | +4.4% | +10.3% | +13.6% |
| 3M | +32.4% | +0.7% | +31.7% | +32.1% |
| 6M | +36.9% | +0.3% | +36.5% | +36.0% |
| YTD | -8.8% | +3.8% | -12.7% | -10.4% |
| 1Y | -15.3% | -5.5% | -9.8% | -15.5% |
| 3Y | -21.2% | +8.1% | -29.3% | -26.2% |
| 5Y | -29.5% | +42.8% | -72.3% | -40.2% |
| 10Y | +120.0% | +143.9% | -23.8% | +53.2% |
| All | +302.1% | +524.1% | -222.0% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling