-7.1%
WDAY vs CTVA
+223.3%
-230.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.1% |
| 7D | -4.4% | +4.9% | -9.3% | -5.8% |
| 30D | +14.7% | +11.9% | +2.8% | +10.8% |
| 3M | +32.4% | +13.7% | +18.7% | +26.4% |
| 6M | +36.9% | +13.1% | +23.7% | +30.2% |
| YTD | -8.8% | +32.0% | -40.8% | -18.0% |
| 1Y | -15.3% | +22.1% | -37.4% | -22.0% |
| 3Y | -21.2% | +77.5% | -98.7% | -37.6% |
| 5Y | -29.5% | +106.3% | -135.8% | -48.0% |
| All | -7.1% | +223.3% | -230.4% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling