-21.8%
WDAY vs CPB
-40.7%
+18.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -4.6% |
| 7D | -4.4% | -8.6% | +4.2% | -2.5% |
| 30D | +14.7% | -7.2% | +22.0% | +16.7% |
| 3M | +32.4% | +0.9% | +31.5% | +33.0% |
| 6M | +36.9% | -11.8% | +48.7% | +38.5% |
| YTD | -8.8% | -19.4% | +10.6% | -7.5% |
| 1Y | -15.3% | -30.4% | +15.1% | -14.0% |
| All | -21.8% | -40.7% | +18.9% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling