-33.5%
WDAY vs CTVA
+34.7%
-68.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.6% |
| 7D | +1.8% | -20.8% | +22.6% | +5.4% |
| 30D | +4.1% | -29.6% | +33.7% | +10.4% |
| 3M | -4.8% | -16.9% | +12.1% | -3.3% |
| 6M | +68.6% | -24.3% | +92.9% | +74.2% |
| YTD | -8.5% | -5.6% | -2.9% | -11.9% |
| 1Y | -12.1% | -4.2% | -7.9% | -15.7% |
| 3Y | -13.2% | +43.3% | -56.5% | -27.7% |
| All | -33.5% | +34.7% | -68.2% | -45.2% |
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