+3,259.9%
CVNA vs WDAY
+125.4%
+3,134.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +5.8% |
| 7D | +0.7% | -4.4% | +5.1% | +3.9% |
| 30D | +7.4% | +14.7% | -7.4% | -6.2% |
| 3M | +12.7% | +32.4% | -19.7% | -15.1% |
| 6M | +17.9% | +36.9% | -19.0% | -18.2% |
| YTD | -11.6% | -8.8% | -2.8% | -14.5% |
| 1Y | +0.8% | -15.3% | +16.0% | +2.3% |
| 3Y | +633.4% | -21.2% | +654.6% | +623.7% |
| 5Y | +13.5% | -29.5% | +43.0% | +31.1% |
| All | +3,259.9% | +125.4% | +3,134.5% | +1,725.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling