+290.7%
WDAY vs CNP
+211.2%
+79.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -4.0% | -4.3% | +0.3% | -2.8% |
| 30D | +1.9% | +5.7% | -3.8% | 0.0% |
| 3M | +5.9% | +0.9% | +5.0% | +5.2% |
| 6M | +48.8% | -1.1% | +49.9% | +48.3% |
| YTD | -11.4% | +8.3% | -19.7% | -14.8% |
| 1Y | -15.5% | +5.9% | -21.4% | -18.3% |
| 3Y | -15.6% | +64.6% | -80.3% | -31.1% |
| 5Y | -35.2% | +74.6% | -109.8% | -48.4% |
| 10Y | +123.9% | +139.8% | -16.0% | +47.1% |
| All | +290.7% | +211.2% | +79.5% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling