+112.2%
WDAY vs CMI
+516.5%
-404.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | -5.2% | -0.7% | -4.4% | -5.0% |
| 30D | +5.9% | -12.4% | +18.3% | +9.3% |
| 3M | +42.3% | -14.8% | +57.0% | +45.8% |
| 6M | +34.7% | +0.8% | +33.9% | +27.7% |
| YTD | -13.5% | +10.2% | -23.7% | -21.4% |
| 1Y | -18.1% | +37.4% | -55.5% | -32.1% |
| 3Y | -26.4% | +153.3% | -179.7% | -52.9% |
| 5Y | -30.6% | +167.6% | -198.2% | -57.3% |
| All | +112.2% | +516.5% | -404.3% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling