+112.2%
WDAY vs CPAY
+155.2%
-43.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -5.2% | -2.0% | -3.2% | -4.2% |
| 30D | +5.9% | -0.4% | +6.3% | +6.5% |
| 3M | +42.3% | +16.4% | +25.9% | +33.4% |
| 6M | +34.7% | +23.5% | +11.2% | +22.2% |
| YTD | -13.5% | +35.7% | -49.2% | -26.0% |
| 1Y | -18.1% | +30.2% | -48.2% | -28.9% |
| 3Y | -26.4% | +49.7% | -76.1% | -42.3% |
| 5Y | -30.6% | +56.6% | -87.1% | -48.2% |
| All | +112.2% | +155.2% | -43.0% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling