+281.4%
WDAY vs CNQ
+473.2%
-191.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | +5.9% | +6.2% | -0.3% | +4.6% |
| 3M | +42.3% | +12.4% | +29.9% | +38.5% |
| 6M | +34.7% | +9.0% | +25.7% | +31.6% |
| YTD | -13.5% | +52.2% | -65.8% | -21.3% |
| 1Y | -18.1% | +65.0% | -83.1% | -26.8% |
| 3Y | -26.4% | +78.8% | -105.2% | -36.3% |
| 5Y | -30.6% | +286.0% | -316.6% | -49.8% |
| 10Y | +112.9% | +420.7% | -307.8% | +29.6% |
| All | +281.4% | +473.2% | -191.8% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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