+282.6%
WDAY vs CNI
+254.7%
+27.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -6.1% | +2.5% | -8.6% | -7.3% |
| 30D | +3.7% | -2.5% | +6.2% | +5.2% |
| 3M | +29.6% | +2.7% | +26.9% | +27.6% |
| 6M | +23.3% | +16.9% | +6.4% | +11.7% |
| YTD | -13.3% | +26.3% | -39.6% | -25.6% |
| 1Y | -19.6% | +31.1% | -50.7% | -32.8% |
| 3Y | -25.7% | +21.1% | -46.8% | -36.2% |
| 5Y | -31.6% | +11.0% | -42.6% | -38.5% |
| 10Y | +109.9% | +128.1% | -18.2% | +18.7% |
| All | +282.6% | +254.7% | +27.9% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling