-28.1%
WDAY vs CPNG
-76.9%
+48.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -10.5% | -5.4% | -5.1% | -9.4% |
| 30D | +2.1% | -11.1% | +13.2% | +4.9% |
| 3M | +34.6% | -3.0% | +37.6% | +34.4% |
| 6M | +29.9% | -23.5% | +53.4% | +36.3% |
| YTD | -13.8% | -37.8% | +24.0% | -5.3% |
| 1Y | -18.3% | -54.3% | +36.1% | -3.6% |
| 3Y | -26.2% | -20.8% | -5.4% | -26.2% |
| 5Y | -30.8% | -51.1% | +20.3% | -32.0% |
| All | -28.1% | -76.9% | +48.8% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling