+137.4%
WDAY vs CDW
+316.1%
-178.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.1% |
| 7D | -5.3% | +2.6% | -7.9% | -6.8% |
| 30D | +1.5% | +20.4% | -18.8% | -9.0% |
| 3M | +5.5% | +28.5% | -23.0% | -9.7% |
| 6M | +57.4% | +70.6% | -13.2% | +14.7% |
| YTD | -11.0% | +29.1% | -40.1% | -26.0% |
| 1Y | -15.8% | +23.8% | -39.6% | -28.5% |
| 3Y | -16.9% | -14.5% | -2.4% | -16.6% |
| 5Y | -35.3% | -1.6% | -33.7% | -41.3% |
| All | +137.4% | +316.1% | -178.7% | +4.8% |
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