+136.8%
WDAY vs CPB
-40.8%
+177.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -4.8% | -5.8% | +1.0% | -4.1% |
| 30D | +2.5% | +16.5% | -14.0% | +0.8% |
| 3M | +8.8% | -1.1% | +9.9% | +8.7% |
| 6M | +60.7% | +11.5% | +49.2% | +59.5% |
| YTD | -11.2% | -15.7% | +4.5% | -10.8% |
| 1Y | -15.6% | -24.7% | +9.0% | -14.9% |
| 3Y | -17.1% | -37.3% | +20.2% | -16.3% |
| 5Y | -35.7% | -35.0% | -0.6% | -35.0% |
| All | +136.8% | -40.8% | +177.5% | +141.8% |
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