+292.6%
WDAY vs CIEN
+2,196.7%
-1,904.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.8% | -7.6% | -0.4% |
| 7D | -5.3% | +8.7% | -14.0% | -7.2% |
| 30D | +1.5% | -26.9% | +28.5% | +6.2% |
| 3M | +5.5% | -23.6% | +29.1% | +7.5% |
| 6M | +57.4% | -49.1% | +106.5% | +70.5% |
| YTD | -11.0% | +26.6% | -37.6% | -27.8% |
| 1Y | -15.8% | +42.7% | -58.5% | -34.7% |
| 3Y | -16.9% | +570.8% | -587.7% | -62.6% |
| 5Y | -35.3% | +386.4% | -421.7% | -68.5% |
| 10Y | +131.0% | +1,261.7% | -1,130.7% | -19.1% |
| All | +292.6% | +2,196.7% | -1,904.1% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling