-21.8%
WDAY vs CTAS
+66.0%
-87.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -4.4% | -1.8% | -2.5% | -3.6% |
| 30D | +14.7% | -0.2% | +14.9% | +14.8% |
| 3M | +32.4% | +11.7% | +20.7% | +26.5% |
| 6M | +36.9% | +0.7% | +36.2% | +36.1% |
| YTD | -8.8% | +7.4% | -16.2% | -11.8% |
| 1Y | -15.3% | -2.1% | -13.2% | -15.0% |
| All | -21.8% | +66.0% | -87.8% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling