+125.4%
WDAY vs CVE
+136.1%
-10.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.1% | -3.6% |
| 7D | -2.5% | -16.1% | +13.6% | -0.4% |
| 30D | +4.7% | -10.4% | +15.1% | +5.9% |
| 3M | +13.3% | -2.4% | +15.7% | +13.3% |
| 6M | +57.3% | -4.4% | +61.7% | +57.1% |
| YTD | -10.2% | +64.9% | -75.1% | -16.9% |
| 1Y | -14.1% | +66.0% | -80.1% | -20.7% |
| 3Y | -11.7% | +57.7% | -69.3% | -19.2% |
| 5Y | -33.5% | +144.7% | -178.2% | -43.9% |
| All | +125.4% | +136.1% | -10.8% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling