+136.8%
WDAY vs CMS
+136.3%
+0.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | +2.5% | +5.3% | -2.8% | +1.2% |
| 3M | +8.8% | -0.3% | +9.1% | +8.8% |
| 6M | +60.7% | -4.0% | +64.8% | +62.0% |
| YTD | -11.2% | +2.1% | -13.4% | -12.5% |
| 1Y | -15.6% | -4.7% | -10.9% | -15.2% |
| 3Y | -17.1% | +36.8% | -53.9% | -26.2% |
| 5Y | -35.7% | +34.9% | -70.5% | -43.1% |
| All | +136.8% | +136.3% | +0.5% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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