+199.9%
WDAY vs CDW
+933.5%
-733.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.8% | -3.2% |
| 7D | -2.5% | +2.1% | -4.6% | -4.1% |
| 30D | +4.7% | +14.7% | -10.1% | -3.8% |
| 3M | +13.3% | +11.1% | +2.2% | +4.7% |
| 6M | +57.3% | +45.6% | +11.7% | +24.8% |
| YTD | -10.2% | +17.1% | -27.3% | -21.3% |
| 1Y | -14.1% | +13.2% | -27.2% | -23.4% |
| 3Y | -11.7% | -22.2% | +10.5% | -6.7% |
| 5Y | -33.5% | -10.1% | -23.3% | -36.4% |
| 10Y | +133.1% | +307.0% | -173.9% | -9.3% |
| All | +199.9% | +933.5% | -733.7% | -13.2% |
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