+123.9%
WDAY vs CMS
+127.7%
-3.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -4.0% | -0.9% | -3.1% | -3.8% |
| 30D | +1.9% | +7.1% | -5.1% | +0.2% |
| 3M | +5.9% | -1.3% | +7.2% | +6.1% |
| 6M | +48.8% | -2.7% | +51.5% | +49.4% |
| YTD | -11.4% | +2.6% | -14.1% | -12.8% |
| 1Y | -15.5% | -2.0% | -13.5% | -15.8% |
| 3Y | -15.6% | +39.6% | -55.2% | -25.4% |
| 5Y | -35.2% | +35.3% | -70.5% | -42.8% |
| 10Y | +123.9% | +132.3% | -8.5% | +77.7% |
| All | +123.9% | +127.7% | -3.8% | +77.7% |
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