+119.3%
WDAY vs CMS
+115.7%
+3.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | -4.4% | +0.4% | -4.7% | -4.4% |
| 30D | +14.7% | -3.6% | +18.3% | +15.7% |
| 3M | +32.4% | -1.9% | +34.3% | +33.0% |
| 6M | +36.9% | -11.0% | +47.9% | +40.4% |
| YTD | -8.8% | +0.2% | -9.0% | -9.7% |
| 1Y | -15.3% | -1.3% | -14.0% | -15.8% |
| 3Y | -21.2% | +35.9% | -57.1% | -29.9% |
| 5Y | -29.5% | +23.1% | -52.6% | -36.0% |
| All | +119.3% | +115.7% | +3.6% | +70.7% |
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