+282.6%
WDAY vs CMI
+818.1%
-535.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -6.1% | +1.9% | -8.0% | -6.7% |
| 30D | +3.7% | -12.5% | +16.2% | +7.6% |
| 3M | +29.6% | -16.2% | +45.8% | +34.1% |
| 6M | +23.3% | +4.9% | +18.5% | +15.1% |
| YTD | -13.3% | +11.1% | -24.4% | -21.6% |
| 1Y | -19.6% | +43.4% | -63.0% | -34.9% |
| 3Y | -25.7% | +154.1% | -179.7% | -53.2% |
| 5Y | -31.6% | +169.5% | -201.1% | -58.7% |
| 10Y | +109.9% | +503.8% | -393.8% | -15.7% |
| All | +282.6% | +818.1% | -535.5% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling