-13.5%
WDAY vs CTVA
+33.4%
-47.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +2.2% |
| 7D | -1.2% | +8.2% | -9.4% | -0.5% |
| 30D | +6.8% | -1.0% | +7.9% | +6.6% |
| 3M | +17.8% | +4.6% | +13.3% | +18.9% |
| 6M | +57.8% | +0.5% | +57.4% | +60.2% |
| YTD | -6.0% | +22.7% | -28.7% | -6.6% |
| 1Y | -13.5% | +32.0% | -45.5% | -17.4% |
| All | -13.5% | +33.4% | -47.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling