-30.8%
WDAY vs CMI
+163.4%
-194.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | -10.5% | +0.8% | -11.4% | -10.7% |
| 30D | +2.1% | -12.8% | +14.9% | +3.8% |
| 3M | +34.6% | -12.4% | +47.1% | +34.8% |
| 6M | +29.9% | -0.9% | +30.8% | +23.0% |
| YTD | -13.8% | +8.9% | -22.7% | -21.8% |
| 1Y | -18.3% | +37.7% | -56.0% | -32.7% |
| 3Y | -26.2% | +148.9% | -175.0% | -53.0% |
| 5Y | -30.8% | +164.4% | -195.2% | -59.9% |
| All | -30.8% | +163.4% | -194.2% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling