-26.6%
WDAY vs CNI
+18.7%
-45.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -10.5% | -1.1% | -9.4% | -10.3% |
| 30D | +2.1% | -3.5% | +5.6% | +3.0% |
| 3M | +34.6% | +2.2% | +32.4% | +34.1% |
| 6M | +29.9% | +15.1% | +14.8% | +25.2% |
| YTD | -13.8% | +24.7% | -38.5% | -19.9% |
| 1Y | -18.3% | +33.4% | -51.6% | -26.4% |
| All | -26.6% | +18.7% | -45.3% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling