-26.2%
WDAY vs CBOE
+96.4%
-122.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -7.4% | -0.8% | -6.6% | -7.4% |
| 30D | +1.0% | +2.7% | -1.7% | +1.0% |
| 3M | +32.7% | +0.7% | +32.0% | +32.4% |
| 6M | +25.6% | -2.0% | +27.6% | +23.9% |
| YTD | -13.4% | +17.1% | -30.5% | -12.9% |
| 1Y | -19.4% | +26.5% | -45.9% | -18.2% |
| All | -26.2% | +96.4% | -122.6% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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