-35.3%
WDAY vs CTAS
+118.7%
-154.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.6% |
| 7D | -5.3% | -0.8% | -4.5% | -4.8% |
| 30D | +1.5% | +10.7% | -9.2% | -5.0% |
| 3M | +5.5% | +11.0% | -5.5% | -1.8% |
| 6M | +57.4% | +38.7% | +18.7% | +26.6% |
| YTD | -11.0% | +21.8% | -32.8% | -22.5% |
| 1Y | -15.8% | +23.6% | -39.4% | -27.6% |
| 3Y | -16.9% | +74.9% | -91.8% | -50.1% |
| 5Y | -35.3% | +119.5% | -154.7% | -70.5% |
| All | -35.3% | +118.7% | -154.0% | -70.5% |
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 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