-15.3%
WDAY vs CGNX
+42.4%
-57.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.2% |
| 7D | -4.4% | +3.0% | -7.3% | -4.1% |
| 30D | +14.7% | -11.8% | +26.6% | +13.8% |
| 3M | +32.4% | -3.6% | +36.0% | +32.6% |
| 6M | +36.9% | +17.4% | +19.5% | +36.6% |
| YTD | -8.8% | +73.7% | -82.6% | -12.6% |
| 1Y | -15.3% | +41.5% | -56.8% | -16.7% |
| All | -15.3% | +42.4% | -57.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling