+302.1%
WDAY vs CNC
+647.4%
-345.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -3.9% | -5.1% |
| 7D | -4.4% | +3.5% | -7.9% | -5.1% |
| 30D | +14.7% | +0.1% | +14.7% | +14.6% |
| 3M | +32.4% | +6.9% | +25.4% | +30.0% |
| 6M | +36.9% | +49.0% | -12.1% | +24.0% |
| YTD | -8.8% | +62.9% | -71.8% | -19.5% |
| 1Y | -15.3% | +134.0% | -149.3% | -32.0% |
| 3Y | -21.2% | +9.4% | -30.6% | -28.5% |
| 5Y | -29.5% | +4.1% | -33.7% | -36.5% |
| 10Y | +120.0% | +95.4% | +24.6% | +57.8% |
| All | +302.1% | +647.4% | -345.3% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling