+130.1%
WDAY vs CSGP
+61.5%
+68.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.9% |
| 7D | -4.6% | -3.2% | -1.4% | -3.0% |
| 30D | +1.2% | +2.2% | -1.0% | -1.7% |
| 3M | +2.6% | -3.7% | +6.2% | +2.9% |
| 6M | +47.8% | -7.4% | +55.2% | +51.8% |
| YTD | -12.1% | -54.9% | +42.8% | +31.1% |
| 1Y | -17.1% | -54.9% | +37.7% | +23.4% |
| 3Y | -17.9% | -61.9% | +44.0% | +26.7% |
| 5Y | -35.1% | -63.1% | +28.0% | -0.7% |
| 10Y | +130.1% | +65.1% | +65.0% | +57.5% |
| All | +130.1% | +61.5% | +68.7% | +57.5% |
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