-28.1%
WDAY vs CIEN
+477.6%
-505.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.5% |
| 7D | -4.4% | -15.2% | +10.8% | -2.9% |
| 30D | +14.7% | -21.5% | +36.2% | +17.2% |
| 3M | +32.4% | -40.1% | +72.4% | +39.3% |
| 6M | +36.9% | -6.6% | +43.4% | +27.6% |
| YTD | -8.8% | +37.3% | -46.1% | -24.3% |
| 1Y | -15.3% | +174.5% | -189.8% | -43.7% |
| 3Y | -21.2% | +562.3% | -583.5% | -65.3% |
| All | -28.1% | +477.6% | -505.7% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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