+296.2%
WDAY vs CPB
+3.7%
+292.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.4% | -3.5% |
| 7D | -2.5% | +8.0% | -10.5% | -3.4% |
| 30D | +4.7% | +22.4% | -17.7% | +2.0% |
| 3M | +13.3% | +2.5% | +10.8% | +12.8% |
| 6M | +57.3% | +12.2% | +45.1% | +55.4% |
| YTD | -10.2% | -12.8% | +2.6% | -9.6% |
| 1Y | -14.1% | -19.2% | +5.1% | -13.1% |
| 3Y | -11.7% | -35.6% | +23.9% | -10.0% |
| 5Y | -33.5% | -31.4% | -2.0% | -32.7% |
| 10Y | +133.1% | -37.9% | +171.0% | +135.4% |
| All | +296.2% | +3.7% | +292.5% | +320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling