+113.3%
WDAY vs CDW
+262.5%
-149.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.7% |
| 7D | -7.4% | -4.2% | -3.1% | -5.1% |
| 30D | +1.0% | +4.9% | -3.8% | -1.8% |
| 3M | +32.7% | +7.3% | +25.4% | +26.5% |
| 6M | +25.6% | +19.2% | +6.4% | +11.3% |
| YTD | -13.4% | +6.2% | -19.6% | -18.6% |
| 1Y | -19.4% | -14.0% | -5.3% | -15.4% |
| 3Y | -25.8% | -30.0% | +4.2% | -15.7% |
| 5Y | -31.1% | -23.6% | -7.5% | -27.2% |
| 10Y | +113.3% | +269.4% | -156.1% | +2.1% |
| All | +113.3% | +262.5% | -149.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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