-19.3%
WDAY vs CME
+10.2%
-29.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.6% |
| 7D | -6.1% | -2.9% | -3.2% | -5.6% |
| 30D | +3.7% | +5.5% | -1.8% | +2.7% |
| 3M | +29.6% | +11.0% | +18.6% | +27.1% |
| 6M | +23.3% | -9.7% | +33.0% | +24.2% |
| YTD | -13.3% | +4.9% | -18.1% | -13.2% |
| All | -19.3% | +10.2% | -29.5% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling