-13.5%
WDAY vs CSGP
-53.2%
+39.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.1% | -0.2% |
| 7D | -1.2% | +18.3% | -19.5% | -10.4% |
| 30D | +6.8% | +17.8% | -11.0% | -5.4% |
| 3M | +17.8% | +9.3% | +8.6% | +9.9% |
| 6M | +57.8% | -7.9% | +65.7% | +59.4% |
| YTD | -6.0% | -51.5% | +45.5% | +23.0% |
| 1Y | -13.5% | -53.3% | +39.8% | +17.3% |
| All | -13.5% | -53.2% | +39.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling