-30.6%
WDAY vs CGNX
-25.4%
-5.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.6% |
| 7D | -5.2% | +3.2% | -8.3% | -5.8% |
| 30D | +5.9% | +6.0% | -0.1% | +4.2% |
| 3M | +42.3% | +3.5% | +38.7% | +38.8% |
| 6M | +34.7% | +26.3% | +8.4% | +23.0% |
| YTD | -13.5% | +79.2% | -92.8% | -31.6% |
| 1Y | -18.1% | +43.8% | -61.9% | -30.8% |
| 3Y | -26.4% | +52.0% | -78.3% | -43.5% |
| All | -30.6% | -25.4% | -5.2% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling