+291.5%
WDAY vs CDNS
+2,555.9%
-2,264.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.0% |
| 7D | -4.8% | +7.0% | -11.8% | -8.6% |
| 30D | +2.5% | -0.3% | +2.7% | +1.5% |
| 3M | +8.8% | +3.2% | +5.6% | +4.2% |
| 6M | +60.7% | -6.9% | +67.6% | +60.9% |
| YTD | -11.2% | +6.6% | -17.9% | -19.0% |
| 1Y | -15.6% | +5.6% | -21.3% | -22.8% |
| 3Y | -17.1% | +27.4% | -44.6% | -38.0% |
| 5Y | -35.7% | +83.7% | -119.4% | -63.3% |
| 10Y | +130.4% | +1,215.9% | -1,085.5% | -62.3% |
| All | +291.5% | +2,555.9% | -2,264.4% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling