+109.9%
WDAY vs CPB
-45.7%
+155.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.6% | -5.0% |
| 7D | -6.1% | -8.2% | +2.1% | -5.3% |
| 30D | +3.7% | -5.6% | +9.3% | +4.3% |
| 3M | +29.6% | +3.0% | +26.6% | +29.5% |
| 6M | +23.3% | -12.7% | +36.0% | +24.3% |
| YTD | -13.3% | -18.0% | +4.7% | -12.3% |
| 1Y | -19.6% | -31.7% | +12.1% | -18.2% |
| 3Y | -25.7% | -41.0% | +15.3% | -24.3% |
| 5Y | -31.6% | -38.4% | +6.8% | -30.4% |
| 10Y | +109.9% | -45.0% | +154.9% | +110.9% |
| All | +109.9% | -45.7% | +155.6% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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