+113.3%
WDAY vs CNP
+132.2%
-18.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | -7.4% | +0.7% | -8.0% | -7.6% |
| 30D | +1.0% | -0.1% | +1.1% | +0.9% |
| 3M | +32.7% | -5.6% | +38.3% | +34.9% |
| 6M | +25.6% | -7.5% | +33.1% | +27.9% |
| YTD | -13.4% | +5.5% | -18.9% | -15.9% |
| 1Y | -19.4% | +8.3% | -27.7% | -22.6% |
| 3Y | -25.8% | +51.8% | -77.5% | -37.9% |
| 5Y | -31.1% | +69.9% | -101.0% | -45.1% |
| 10Y | +113.3% | +139.9% | -26.6% | +34.0% |
| All | +113.3% | +132.2% | -18.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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