+282.6%
WDAY vs CBOE
+1,104.8%
-822.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.4% |
| 7D | -6.1% | -4.6% | -1.5% | -4.8% |
| 30D | +3.7% | +2.6% | +1.1% | +2.7% |
| 3M | +29.6% | +4.9% | +24.6% | +26.9% |
| 6M | +23.3% | -2.2% | +25.5% | +22.1% |
| YTD | -13.3% | +17.7% | -31.0% | -19.3% |
| 1Y | -19.6% | +26.1% | -45.7% | -27.0% |
| 3Y | -25.7% | +97.1% | -122.8% | -44.3% |
| 5Y | -31.6% | +149.2% | -180.7% | -53.6% |
| 10Y | +109.9% | +385.1% | -275.1% | +6.4% |
| All | +282.6% | +1,104.8% | -822.3% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling