-13.2%
WDAY vs CDW
-15.0%
+1.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.3% |
| 7D | +1.8% | +9.3% | -7.5% | -2.0% |
| 30D | +4.1% | +14.4% | -10.3% | -2.4% |
| 3M | -4.8% | +21.4% | -26.3% | -13.9% |
| 6M | +68.6% | +72.8% | -4.2% | +30.3% |
| YTD | -8.5% | +28.0% | -36.6% | -21.1% |
| 1Y | -12.1% | +19.3% | -31.4% | -22.0% |
| 3Y | -13.2% | -15.3% | +2.1% | -16.3% |
| All | -13.2% | -15.0% | +1.8% | -16.3% |
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