+292.6%
WDAY vs CTAS
+2,477.9%
-2,185.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | -5.3% | -0.8% | -4.5% | -4.8% |
| 30D | +1.5% | +10.7% | -9.2% | -4.7% |
| 3M | +5.5% | +11.0% | -5.5% | -1.5% |
| 6M | +57.4% | +38.7% | +18.7% | +28.1% |
| YTD | -11.0% | +21.8% | -32.8% | -22.0% |
| 1Y | -15.8% | +23.6% | -39.4% | -27.0% |
| 3Y | -16.9% | +74.9% | -91.8% | -44.1% |
| 5Y | -35.3% | +119.5% | -154.7% | -62.3% |
| 10Y | +131.0% | +820.2% | -689.2% | -47.1% |
| All | +292.6% | +2,477.9% | -2,185.3% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling