-35.2%
WDAY vs CME
+70.5%
-105.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | -4.0% | -0.6% | -3.4% | -3.8% |
| 30D | +1.9% | +8.5% | -6.6% | -0.5% |
| 3M | +5.9% | +16.0% | -10.2% | +1.4% |
| 6M | +48.8% | +9.3% | +39.5% | +44.3% |
| YTD | -11.4% | +15.3% | -26.7% | -15.6% |
| 1Y | -15.5% | +14.4% | -29.9% | -19.4% |
| 3Y | -15.6% | +59.9% | -75.6% | -31.3% |
| 5Y | -35.2% | +69.4% | -104.6% | -51.2% |
| All | -35.2% | +70.5% | -105.7% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling