+290.7%
WDAY vs CME
+874.2%
-583.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -4.0% | -0.6% | -3.4% | -3.8% |
| 30D | +1.9% | +8.5% | -6.6% | -1.3% |
| 3M | +5.9% | +16.0% | -10.2% | -0.2% |
| 6M | +48.8% | +9.3% | +39.5% | +42.7% |
| YTD | -11.4% | +15.3% | -26.7% | -17.1% |
| 1Y | -15.5% | +14.4% | -29.9% | -20.8% |
| 3Y | -15.6% | +59.9% | -75.6% | -32.9% |
| 5Y | -35.2% | +69.4% | -104.6% | -50.2% |
| 10Y | +123.9% | +299.5% | -175.6% | +15.1% |
| All | +290.7% | +874.2% | -583.6% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling