+287.9%
WDAY vs CP
+503.5%
-215.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.6% | +2.8% | -7.4% | -5.7% |
| 30D | +1.2% | +11.0% | -9.8% | -3.3% |
| 3M | +2.6% | +3.8% | -1.3% | +0.9% |
| 6M | +47.8% | +9.5% | +38.3% | +41.7% |
| YTD | -12.1% | +28.2% | -40.3% | -22.6% |
| 1Y | -17.1% | +33.0% | -50.1% | -28.3% |
| 3Y | -17.9% | +35.5% | -53.4% | -30.9% |
| 5Y | -35.1% | +25.8% | -60.9% | -44.2% |
| 10Y | +130.1% | +250.7% | -120.6% | +25.7% |
| All | +287.9% | +503.5% | -215.6% | +133.5% |
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