+302.1%
WDAY vs CTAS
+2,174.1%
-1,871.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | -4.4% | -1.8% | -2.5% | -3.3% |
| 30D | +14.7% | -0.2% | +14.9% | +14.8% |
| 3M | +32.4% | +11.7% | +20.7% | +23.5% |
| 6M | +36.9% | +0.7% | +36.2% | +35.6% |
| YTD | -8.8% | +7.4% | -16.2% | -13.4% |
| 1Y | -15.3% | -2.1% | -13.2% | -14.9% |
| 3Y | -21.2% | +62.9% | -84.1% | -44.6% |
| 5Y | -29.5% | +111.9% | -141.4% | -57.8% |
| 10Y | +120.0% | +652.2% | -532.2% | -42.7% |
| All | +302.1% | +2,174.1% | -1,871.9% | -34.9% |
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 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