+176.5%
CVS vs WDAY
+308.8%
-132.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.7% |
| 7D | +6.6% | +1.8% | +4.7% | +6.4% |
| 30D | -0.4% | +4.1% | -4.5% | -0.8% |
| 3M | -5.3% | -4.8% | -0.4% | -5.0% |
| 6M | -7.7% | +68.6% | -76.3% | -12.4% |
| YTD | +16.0% | -8.5% | +24.6% | +16.2% |
| 1Y | +16.2% | -12.1% | +28.3% | +16.8% |
| 3Y | +47.6% | -13.2% | +60.8% | +46.4% |
| 5Y | +12.3% | -33.7% | +46.1% | +12.7% |
| 10Y | +62.4% | +137.4% | -75.1% | +38.6% |
| All | +176.5% | +308.8% | -132.3% | +135.1% |
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