-13.2%
WDAY vs CPNG
-1.0%
-12.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | +1.8% | -6.8% | +8.6% | +3.0% |
| 30D | +4.1% | +5.5% | -1.4% | +3.0% |
| 3M | -4.8% | -6.8% | +1.9% | -4.0% |
| 6M | +68.6% | -4.8% | +73.5% | +68.5% |
| YTD | -8.5% | -35.6% | +27.1% | -2.3% |
| 1Y | -12.1% | -46.8% | +34.7% | -3.2% |
| 3Y | -13.2% | -0.8% | -12.4% | -12.6% |
| All | -13.2% | -1.0% | -12.2% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling