-7.6%
WDAY vs CSGP
-57.8%
+50.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.1% | +0.2% |
| 7D | -1.2% | +18.3% | -19.5% | -8.5% |
| 30D | +6.8% | +17.8% | -11.0% | -2.3% |
| 3M | +17.8% | +9.3% | +8.6% | +12.1% |
| 6M | +57.8% | -7.9% | +65.7% | +60.0% |
| YTD | -6.0% | -51.5% | +45.5% | +16.6% |
| 1Y | -13.5% | -53.3% | +39.8% | +8.4% |
| All | -7.6% | -57.8% | +50.2% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling