+622.4%
CVNA vs WDAY
-25.5%
+647.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -1.0% | -7.4% | +6.4% | +1.5% |
| 30D | -1.0% | +1.0% | -2.0% | -2.3% |
| 3M | +5.5% | +32.7% | -27.2% | -6.6% |
| 6M | +11.8% | +25.6% | -13.8% | +0.2% |
| YTD | -13.0% | -13.4% | +0.4% | -6.8% |
| 1Y | -2.1% | -19.4% | +17.2% | +8.2% |
| All | +622.4% | -25.5% | +647.9% | +629.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling