-33.5%
WDAY vs CBOE
+202.6%
-236.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.3% | +2.7% |
| 7D | +1.8% | +6.3% | -4.4% | +0.6% |
| 30D | +4.1% | +24.9% | -20.9% | -0.5% |
| 3M | -4.8% | +28.5% | -33.3% | -9.7% |
| 6M | +68.6% | +2.9% | +65.7% | +66.5% |
| YTD | -8.5% | +50.7% | -59.2% | -17.8% |
| 1Y | -12.1% | +45.5% | -57.6% | -20.3% |
| 3Y | -13.2% | +116.3% | -129.5% | -33.2% |
| All | -33.5% | +202.6% | -236.2% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling