-34.1%
WDAY vs CSGP
-63.4%
+29.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.7% | +1.0% | -1.2% |
| 7D | -2.5% | +1.3% | -3.7% | -3.2% |
| 30D | +4.7% | +10.7% | -6.0% | -2.6% |
| 3M | +13.3% | +3.3% | +10.0% | +9.7% |
| 6M | +57.3% | -10.3% | +67.6% | +63.8% |
| YTD | -10.2% | -54.6% | +44.4% | +28.5% |
| 1Y | -14.1% | -54.6% | +40.6% | +23.0% |
| 3Y | -11.7% | -60.3% | +48.7% | +26.8% |
| All | -34.1% | -63.4% | +29.3% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling