-30.8%
WDAY vs CNI
+11.3%
-42.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | -10.5% | -1.1% | -9.4% | -10.1% |
| 30D | +2.1% | -3.5% | +5.6% | +3.8% |
| 3M | +34.6% | +2.2% | +32.4% | +33.3% |
| 6M | +29.9% | +15.1% | +14.8% | +20.4% |
| YTD | -13.8% | +24.7% | -38.5% | -24.2% |
| 1Y | -18.3% | +33.4% | -51.6% | -31.2% |
| 3Y | -26.2% | +19.5% | -45.7% | -35.7% |
| 5Y | -30.8% | +12.6% | -43.4% | -38.0% |
| All | -30.8% | +11.3% | -42.1% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling