-11.7%
WDAY vs CDW
-21.8%
+10.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.8% | -3.3% |
| 7D | -2.5% | +2.1% | -4.6% | -3.7% |
| 30D | +4.7% | +14.7% | -10.1% | -2.2% |
| 3M | +13.3% | +11.1% | +2.2% | +6.5% |
| 6M | +57.3% | +45.6% | +11.7% | +30.7% |
| YTD | -10.2% | +17.1% | -27.3% | -19.5% |
| 1Y | -14.1% | +13.2% | -27.2% | -22.0% |
| 3Y | -11.7% | -22.2% | +10.5% | -11.4% |
| All | -11.7% | -21.8% | +10.1% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling