-13.5%
WDAY vs CNC
+122.0%
-135.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.6% | -10.7% | +0.5% |
| 7D | -1.2% | +13.4% | -14.6% | -2.8% |
| 30D | +6.8% | +18.2% | -11.4% | +4.7% |
| 3M | +17.8% | +18.6% | -0.8% | +15.5% |
| 6M | +57.8% | +41.9% | +15.9% | +53.3% |
| YTD | -6.0% | +84.7% | -90.7% | -10.1% |
| 1Y | -13.5% | +110.5% | -124.0% | -19.4% |
| All | -13.5% | +122.0% | -135.5% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling