+123.9%
WDAY vs CPB
-39.9%
+163.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -4.0% | +3.3% | -7.2% | -4.3% |
| 30D | +1.9% | +19.0% | -17.1% | 0.0% |
| 3M | +5.9% | +0.4% | +5.4% | +5.6% |
| 6M | +48.8% | +13.0% | +35.8% | +47.3% |
| YTD | -11.4% | -12.7% | +1.3% | -11.3% |
| 1Y | -15.5% | -20.9% | +5.4% | -15.1% |
| 3Y | -15.6% | -35.4% | +19.8% | -15.1% |
| 5Y | -35.2% | -32.3% | -2.9% | -34.8% |
| 10Y | +123.9% | -40.5% | +164.4% | +121.2% |
| All | +123.9% | -39.9% | +163.8% | +121.2% |
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