-31.6%
WDAY vs CTAS
+114.7%
-146.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | +3.7% | -1.0% | +4.7% | +4.3% |
| 3M | +29.6% | +15.8% | +13.8% | +17.8% |
| 6M | +23.3% | -1.0% | +24.3% | +23.7% |
| YTD | -13.3% | +7.4% | -20.7% | -17.9% |
| 1Y | -19.6% | -0.1% | -19.5% | -20.2% |
| 3Y | -25.7% | +66.3% | -92.0% | -54.5% |
| 5Y | -31.6% | +111.0% | -142.5% | -66.9% |
| All | -31.6% | +114.7% | -146.3% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling