+123.9%
WDAY vs CDW
+325.6%
-201.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -3.9% |
| 7D | -4.0% | +9.3% | -13.3% | -9.0% |
| 30D | +1.9% | +15.8% | -13.8% | -6.7% |
| 3M | +5.9% | +21.8% | -15.9% | -6.6% |
| 6M | +48.8% | +58.8% | -10.0% | +13.0% |
| YTD | -11.4% | +22.8% | -34.2% | -24.3% |
| 1Y | -15.5% | +17.9% | -33.4% | -26.3% |
| 3Y | -15.6% | -17.4% | +1.8% | -13.8% |
| 5Y | -35.2% | -5.7% | -29.5% | -39.8% |
| 10Y | +123.9% | +319.5% | -195.6% | +7.6% |
| All | +123.9% | +325.6% | -201.8% | +7.6% |
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