-30.8%
WDAY vs CTVA
+102.0%
-132.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -10.5% | -4.7% | -5.9% | -9.5% |
| 30D | +2.1% | +11.1% | -9.0% | -0.3% |
| 3M | +34.6% | +13.7% | +20.9% | +30.0% |
| 6M | +29.9% | +11.2% | +18.7% | +25.4% |
| YTD | -13.8% | +26.9% | -40.7% | -20.1% |
| 1Y | -18.3% | +18.8% | -37.1% | -23.0% |
| 3Y | -26.2% | +75.9% | -102.1% | -38.7% |
| 5Y | -30.8% | +105.2% | -136.0% | -43.9% |
| All | -30.8% | +102.0% | -132.8% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling