-13.5%
WDAY vs CMI
+10.9%
-24.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.8% | +7.7% | -0.8% |
| 7D | -1.2% | -11.2% | +10.0% | -6.7% |
| 30D | +6.8% | -9.8% | +16.7% | +1.7% |
| 3M | +17.8% | -25.5% | +43.4% | +2.3% |
| 6M | +57.8% | -27.7% | +85.5% | +35.9% |
| YTD | -6.0% | -6.6% | +0.6% | -17.2% |
| 1Y | -13.5% | +11.7% | -25.2% | -26.4% |
| All | -13.5% | +10.9% | -24.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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