-23.6%
WDAY vs CPNG
-76.1%
+52.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | +1.8% | -6.8% | +8.6% | +3.4% |
| 30D | +4.1% | +5.5% | -1.4% | +2.5% |
| 3M | -4.8% | -6.8% | +1.9% | -3.7% |
| 6M | +68.6% | -4.8% | +73.5% | +68.1% |
| YTD | -8.5% | -35.6% | +27.1% | -0.7% |
| 1Y | -12.1% | -46.8% | +34.7% | -0.3% |
| 3Y | -13.2% | -0.8% | -12.4% | -18.1% |
| 5Y | -33.7% | -42.9% | +9.1% | -36.2% |
| All | -23.6% | -76.1% | +52.4% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling