+3,159.9%
CVNA vs WDAY
+126.2%
+3,033.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.9% | -0.2% |
| 7D | -1.6% | +1.8% | -3.5% | -3.0% |
| 30D | +24.9% | +4.1% | +20.8% | +20.1% |
| 3M | -1.8% | -4.8% | +3.0% | -0.2% |
| 6M | +3.5% | +68.6% | -65.1% | -38.8% |
| YTD | -14.3% | -8.5% | -5.7% | -18.5% |
| 1Y | +13.6% | -12.1% | +25.7% | +10.8% |
| 3Y | +1,163.4% | -13.2% | +1,176.6% | +1,019.7% |
| 5Y | +22.9% | -33.7% | +56.6% | +46.8% |
| All | +3,159.9% | +126.2% | +3,033.7% | +1,639.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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