+292.6%
WDAY vs CDNS
+2,523.6%
-2,231.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.6% |
| 7D | -5.3% | -0.1% | -5.2% | -5.6% |
| 30D | +1.5% | -5.5% | +7.0% | +3.7% |
| 3M | +5.5% | +0.5% | +4.9% | +2.6% |
| 6M | +57.4% | -9.6% | +67.0% | +60.4% |
| YTD | -11.0% | +5.3% | -16.3% | -18.2% |
| 1Y | -15.8% | +3.4% | -19.2% | -22.0% |
| 3Y | -16.9% | +25.9% | -42.8% | -37.4% |
| 5Y | -35.3% | +85.8% | -121.0% | -63.4% |
| 10Y | +131.0% | +1,199.9% | -1,068.8% | -61.9% |
| All | +292.6% | +2,523.6% | -2,231.0% | -51.1% |
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