-31.1%
WDAY vs CPNG
-52.6%
+21.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -7.4% | -7.6% | +0.2% | -5.5% |
| 30D | +1.0% | -8.8% | +9.8% | +3.4% |
| 3M | +32.7% | -7.2% | +39.9% | +33.9% |
| 6M | +25.6% | -21.5% | +47.1% | +31.4% |
| YTD | -13.4% | -37.4% | +24.1% | -4.2% |
| 1Y | -19.4% | -54.3% | +35.0% | -3.4% |
| 3Y | -25.8% | -20.3% | -5.5% | -26.2% |
| 5Y | -31.1% | -51.2% | +20.1% | -32.0% |
| All | -31.1% | -52.6% | +21.5% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling