+57.3%
WDAY vs CMS
-5.9%
+63.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.7% |
| 7D | -2.5% | -1.3% | -1.2% | -2.5% |
| 30D | +4.7% | +6.3% | -1.6% | +5.6% |
| 3M | +13.3% | -2.1% | +15.4% | +13.3% |
| 6M | +57.3% | -5.1% | +62.4% | +63.1% |
| All | +57.3% | -5.9% | +63.2% | +63.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling