+204.4%
WDAY vs CDW
+903.1%
-698.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.8% |
| 7D | -4.4% | +3.2% | -7.5% | -6.0% |
| 30D | +14.7% | +9.3% | +5.5% | +8.8% |
| 3M | +32.4% | +9.8% | +22.6% | +24.5% |
| 6M | +36.9% | +23.3% | +13.5% | +19.0% |
| YTD | -8.8% | +13.7% | -22.5% | -17.5% |
| 1Y | -15.3% | -6.5% | -8.8% | -15.2% |
| 3Y | -21.2% | -25.2% | +4.0% | -13.6% |
| 5Y | -29.5% | -19.5% | -10.0% | -27.3% |
| 10Y | +120.0% | +285.8% | -165.8% | -10.4% |
| All | +204.4% | +903.1% | -698.8% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling