+111.5%
WDAY vs CDNS
+1,042.5%
-931.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -10.5% | -6.5% | -4.0% | -6.9% |
| 30D | +2.1% | -13.0% | +15.1% | +10.1% |
| 3M | +34.6% | -26.0% | +60.7% | +58.4% |
| 6M | +29.9% | -2.8% | +32.7% | +28.4% |
| YTD | -13.8% | -8.8% | -5.0% | -12.3% |
| 1Y | -18.3% | -15.8% | -2.4% | -13.6% |
| 3Y | -26.2% | +19.7% | -45.9% | -42.9% |
| 5Y | -30.8% | +70.8% | -101.6% | -59.5% |
| All | +111.5% | +1,042.5% | -931.0% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling