-28.6%
WDAY vs CNP
+73.1%
-101.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | -4.4% | +1.1% | -5.5% | -4.5% |
| 30D | +14.7% | -1.8% | +16.6% | +15.1% |
| 3M | +32.4% | -4.6% | +37.0% | +33.4% |
| 6M | +36.9% | -8.8% | +45.7% | +39.1% |
| YTD | -8.8% | +5.2% | -14.1% | -11.1% |
| 1Y | -15.3% | +8.3% | -23.6% | -18.2% |
| 3Y | -21.2% | +54.9% | -76.1% | -33.7% |
| All | -28.6% | +73.1% | -101.7% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling