-17.2%
WDAY vs CAVA
+33.0%
-50.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.1% |
| 7D | -5.2% | -8.0% | +2.9% | -4.3% |
| 30D | +5.9% | -19.6% | +25.5% | +8.6% |
| 3M | +42.3% | -36.7% | +78.9% | +49.4% |
| 6M | +34.7% | -30.6% | +65.3% | +39.3% |
| YTD | -13.5% | -4.8% | -8.8% | -14.8% |
| 1Y | -18.1% | -13.1% | -5.0% | -18.8% |
| 3Y | -26.4% | +48.8% | -75.1% | -30.5% |
| All | -17.2% | +33.0% | -50.3% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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