+112.2%
WDAY vs CNI
+138.2%
-26.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | -5.2% | -0.4% | -4.8% | -5.0% |
| 30D | +5.9% | -2.7% | +8.6% | +7.6% |
| 3M | +42.3% | +3.9% | +38.3% | +39.2% |
| 6M | +34.7% | +16.4% | +18.4% | +22.3% |
| YTD | -13.5% | +25.8% | -39.3% | -25.8% |
| 1Y | -18.1% | +32.4% | -50.5% | -32.0% |
| 3Y | -26.4% | +19.1% | -45.4% | -36.3% |
| 5Y | -30.6% | +13.6% | -44.2% | -38.7% |
| All | +112.2% | +138.2% | -26.0% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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