+130.1%
WDAY vs CME
+301.9%
-171.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.3% |
| 7D | -4.6% | +1.7% | -6.2% | -5.2% |
| 30D | +1.2% | +10.2% | -8.9% | -2.5% |
| 3M | +2.6% | +17.8% | -15.2% | -3.8% |
| 6M | +47.8% | +11.0% | +36.8% | +41.1% |
| YTD | -12.1% | +17.0% | -29.1% | -18.1% |
| 1Y | -17.1% | +15.8% | -32.9% | -22.6% |
| 3Y | -17.9% | +61.8% | -79.7% | -35.0% |
| 5Y | -35.1% | +72.5% | -107.6% | -50.6% |
| 10Y | +130.1% | +288.0% | -157.9% | +32.1% |
| All | +130.1% | +301.9% | -171.8% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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