+302.1%
WDAY vs CP
+488.2%
-186.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -4.4% | -2.7% | -1.7% | -3.3% |
| 30D | +14.7% | +0.2% | +14.6% | +14.7% |
| 3M | +32.4% | +2.6% | +29.8% | +30.9% |
| 6M | +36.9% | +6.0% | +30.9% | +32.1% |
| YTD | -8.8% | +24.9% | -33.8% | -18.9% |
| 1Y | -15.3% | +20.1% | -35.4% | -23.4% |
| 3Y | -21.2% | +16.4% | -37.6% | -29.0% |
| 5Y | -29.5% | +31.7% | -61.2% | -40.8% |
| 10Y | +120.0% | +223.9% | -103.8% | +23.7% |
| All | +302.1% | +488.2% | -186.0% | +144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling