+302.1%
WDAY vs CDNS
+2,232.3%
-1,930.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -3.1% |
| 7D | -4.4% | -14.0% | +9.6% | +4.1% |
| 30D | +14.7% | -13.2% | +27.9% | +23.7% |
| 3M | +32.4% | -28.9% | +61.3% | +58.8% |
| 6M | +36.9% | -4.2% | +41.0% | +36.4% |
| YTD | -8.8% | -6.4% | -2.5% | -8.7% |
| 1Y | -15.3% | -16.2% | +0.9% | -10.3% |
| 3Y | -21.2% | +20.2% | -41.4% | -38.5% |
| 5Y | -29.5% | +76.6% | -106.1% | -58.6% |
| 10Y | +120.0% | +1,029.7% | -909.6% | -59.9% |
| All | +302.1% | +2,232.3% | -1,930.2% | -45.4% |
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