+296.2%
WDAY vs CMS
+348.1%
-52.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.2% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | +4.7% | +6.3% | -1.6% | +3.3% |
| 3M | +13.3% | -2.1% | +15.4% | +13.7% |
| 6M | +57.3% | -5.1% | +62.4% | +58.8% |
| YTD | -10.2% | +1.3% | -11.4% | -11.1% |
| 1Y | -14.1% | -1.4% | -12.7% | -14.5% |
| 3Y | -11.7% | +36.9% | -48.6% | -19.8% |
| 5Y | -33.5% | +32.5% | -66.0% | -39.5% |
| 10Y | +133.1% | +126.8% | +6.3% | +96.6% |
| All | +296.2% | +348.1% | -52.0% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling