+197.3%
CVS vs WDAY
+307.5%
-110.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | 0.0% |
| 7D | +4.0% | -4.4% | +8.3% | +4.3% |
| 30D | -2.4% | +14.7% | -17.1% | -3.7% |
| 3M | +2.7% | +32.4% | -29.7% | -0.2% |
| 6M | +21.9% | +36.9% | -15.0% | +17.6% |
| YTD | +24.7% | -8.8% | +33.6% | +25.1% |
| 1Y | +35.4% | -15.3% | +50.7% | +36.6% |
| 3Y | +65.2% | -21.2% | +86.4% | +65.6% |
| 5Y | +30.5% | -29.5% | +60.1% | +30.2% |
| 10Y | +40.4% | +120.0% | -79.7% | +20.7% |
| All | +197.3% | +307.5% | -110.2% | +153.0% |
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