+136.8%
WDAY vs CSGP
+61.2%
+75.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -4.8% | -6.1% | +1.3% | -1.5% |
| 30D | +2.5% | +0.3% | +2.2% | +0.6% |
| 3M | +8.8% | -1.3% | +10.1% | +7.6% |
| 6M | +60.7% | -8.9% | +69.6% | +66.6% |
| YTD | -11.2% | -55.2% | +44.0% | +33.0% |
| 1Y | -15.6% | -56.4% | +40.8% | +28.2% |
| 3Y | -17.1% | -62.2% | +45.1% | +28.6% |
| 5Y | -35.7% | -63.7% | +28.0% | -0.6% |
| All | +136.8% | +61.2% | +75.6% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling