+63.6%
CVS vs WDAY
-25.5%
+89.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.7% |
| 7D | -1.6% | -6.1% | +4.5% | -1.6% |
| 30D | +0.4% | +3.7% | -3.3% | +0.5% |
| 3M | -0.4% | +29.6% | -30.0% | 0.0% |
| 6M | +25.1% | +23.3% | +1.8% | +26.7% |
| YTD | +23.9% | -13.3% | +37.2% | +27.2% |
| 1Y | +41.1% | -19.6% | +60.7% | +45.1% |
| 3Y | +63.6% | -25.7% | +89.3% | +65.7% |
| All | +63.6% | -25.5% | +89.1% | +65.7% |
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