-31.6%
WDAY vs CDNS
+72.8%
-104.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -1.9% | -3.4% |
| 7D | -6.1% | -9.2% | +3.1% | -1.4% |
| 30D | +3.7% | -16.3% | +19.9% | +12.8% |
| 3M | +29.6% | -27.9% | +57.5% | +51.2% |
| 6M | +23.3% | -4.3% | +27.7% | +23.0% |
| YTD | -13.3% | -9.1% | -4.2% | -11.7% |
| 1Y | -19.6% | -21.2% | +1.6% | -12.5% |
| 3Y | -25.7% | +19.4% | -45.1% | -41.9% |
| 5Y | -31.6% | +71.6% | -103.2% | -61.3% |
| All | -31.6% | +72.8% | -104.3% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling