+12.3%
CVS vs WDAY
-34.4%
+46.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | +12.0% | -5.3% | +17.2% | +12.2% |
| 30D | +2.8% | +1.5% | +1.2% | +2.7% |
| 3M | -3.6% | +5.5% | -9.0% | -3.9% |
| 6M | -1.6% | +57.4% | -59.1% | -3.7% |
| YTD | +16.3% | -11.0% | +27.3% | +18.3% |
| 1Y | +15.5% | -15.8% | +31.3% | +17.9% |
| 3Y | +48.1% | -16.9% | +65.0% | +48.9% |
| 5Y | +12.3% | -35.3% | +47.6% | +13.4% |
| All | +12.3% | -34.4% | +46.7% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling