+296.2%
WDAY vs CNP
+210.0%
+86.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.4% | -4.2% |
| 7D | -2.5% | -4.2% | +1.7% | -1.3% |
| 30D | +4.7% | +5.5% | -0.8% | +2.8% |
| 3M | +13.3% | +0.6% | +12.7% | +12.7% |
| 6M | +57.3% | -2.8% | +60.1% | +57.7% |
| YTD | -10.2% | +7.9% | -18.0% | -13.5% |
| 1Y | -14.1% | +6.7% | -20.7% | -17.1% |
| 3Y | -11.7% | +61.1% | -72.8% | -27.3% |
| 5Y | -33.5% | +73.0% | -106.4% | -46.9% |
| 10Y | +133.1% | +141.9% | -8.8% | +52.7% |
| All | +296.2% | +210.0% | +86.1% | +141.0% |
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 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