-33.5%
WDAY vs CIEN
+356.6%
-390.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.6% | +7.6% | +3.4% |
| 7D | +1.8% | +15.3% | -13.4% | +0.7% |
| 30D | +4.1% | -22.0% | +26.1% | +5.6% |
| 3M | -4.8% | -36.6% | +31.8% | -2.1% |
| 6M | +68.6% | -51.5% | +120.1% | +77.9% |
| YTD | -8.5% | +20.0% | -28.5% | -24.2% |
| 1Y | -12.1% | +44.5% | -56.6% | -31.5% |
| 3Y | -13.2% | +539.0% | -552.2% | -63.6% |
| All | -33.5% | +356.6% | -390.2% | -68.2% |
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