+282.6%
WDAY vs CPAY
+802.1%
-519.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.6% | -3.7% |
| 7D | -6.1% | +0.6% | -6.7% | -6.3% |
| 30D | +3.7% | +3.6% | +0.1% | +2.3% |
| 3M | +29.6% | +16.6% | +12.9% | +20.8% |
| 6M | +23.3% | +29.5% | -6.1% | +8.4% |
| YTD | -13.3% | +35.3% | -48.5% | -26.5% |
| 1Y | -19.6% | +30.6% | -50.3% | -31.1% |
| 3Y | -25.7% | +49.7% | -75.4% | -42.8% |
| 5Y | -31.6% | +54.4% | -86.0% | -49.5% |
| 10Y | +109.9% | +142.8% | -32.9% | +12.4% |
| All | +282.6% | +802.1% | -519.6% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling