-14.1%
WDAY vs CP
+32.2%
-46.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.7% |
| 7D | -2.5% | +2.8% | -5.3% | -2.2% |
| 30D | +4.7% | +10.2% | -5.5% | +5.8% |
| 3M | +13.3% | +2.4% | +11.0% | +13.5% |
| 6M | +57.3% | +7.7% | +49.6% | +60.8% |
| YTD | -10.2% | +26.0% | -36.2% | -5.1% |
| 1Y | -14.1% | +34.6% | -48.7% | -11.6% |
| All | -14.1% | +32.2% | -46.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling