+112.2%
WDAY vs CNC
+99.9%
+12.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | 0.0% |
| 7D | -5.2% | -0.9% | -4.2% | -5.0% |
| 30D | +5.9% | -1.0% | +6.9% | +6.1% |
| 3M | +42.3% | +4.5% | +37.7% | +40.6% |
| 6M | +34.7% | +85.2% | -50.5% | +17.8% |
| YTD | -13.5% | +61.4% | -74.9% | -22.8% |
| 1Y | -18.1% | +94.9% | -113.0% | -30.4% |
| 3Y | -26.4% | 0.0% | -26.4% | -30.9% |
| 5Y | -30.6% | +11.2% | -41.8% | -38.4% |
| All | +112.2% | +99.9% | +12.3% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling