-30.5%
WDAY vs CNC
+3.0%
-33.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -7.4% | -4.9% | -2.5% | -6.9% |
| 30D | +1.0% | -3.8% | +4.8% | +1.4% |
| 3M | +32.7% | -3.2% | +35.9% | +33.0% |
| 6M | +25.6% | +47.9% | -22.3% | +20.5% |
| YTD | -13.4% | +55.7% | -69.1% | -17.6% |
| 1Y | -19.4% | +106.2% | -125.6% | -26.0% |
| 3Y | -25.8% | -2.1% | -23.7% | -27.6% |
| All | -30.5% | +3.0% | -33.5% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling