+280.1%
WDAY vs CGNX
+678.6%
-398.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -10.5% | +1.5% | -12.0% | -11.0% |
| 30D | +2.1% | -1.8% | +3.9% | +2.2% |
| 3M | +34.6% | +5.3% | +29.4% | +29.2% |
| 6M | +29.9% | +22.3% | +7.6% | +16.8% |
| YTD | -13.8% | +72.2% | -86.0% | -33.9% |
| 1Y | -18.3% | +39.8% | -58.1% | -33.2% |
| 3Y | -26.2% | +44.8% | -71.0% | -44.3% |
| 5Y | -30.8% | -27.0% | -3.8% | -33.1% |
| 10Y | +112.2% | +177.7% | -65.5% | +20.2% |
| All | +280.1% | +678.6% | -398.4% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling