+302.1%
WDAY vs CNP
+202.5%
+99.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.1% |
| 7D | -4.4% | +1.1% | -5.5% | -4.7% |
| 30D | +14.7% | -1.8% | +16.6% | +15.3% |
| 3M | +32.4% | -4.6% | +37.0% | +34.0% |
| 6M | +36.9% | -8.8% | +45.7% | +40.0% |
| YTD | -8.8% | +5.2% | -14.1% | -11.4% |
| 1Y | -15.3% | +8.3% | -23.6% | -18.6% |
| 3Y | -21.2% | +54.9% | -76.1% | -34.2% |
| 5Y | -29.5% | +73.5% | -103.0% | -43.8% |
| 10Y | +120.0% | +139.1% | -19.1% | +44.9% |
| All | +302.1% | +202.5% | +99.6% | +147.1% |
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