+113.3%
WDAY vs CTAS
+665.9%
-552.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -7.4% | +1.0% | -8.4% | -7.9% |
| 30D | +1.0% | -1.1% | +2.1% | +1.6% |
| 3M | +32.7% | +11.5% | +21.2% | +24.2% |
| 6M | +25.6% | +0.2% | +25.4% | +24.8% |
| YTD | -13.4% | +7.2% | -20.6% | -17.6% |
| 1Y | -19.4% | 0.0% | -19.4% | -20.0% |
| 3Y | -25.8% | +65.9% | -91.7% | -48.4% |
| 5Y | -31.1% | +109.6% | -140.7% | -58.5% |
| 10Y | +113.3% | +683.8% | -570.4% | -40.5% |
| All | +113.3% | +665.9% | -552.5% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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