+131.0%
WDAY vs CVE
+144.4%
-13.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.9% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | +1.5% | -10.8% | +12.4% | +2.8% |
| 3M | +5.5% | -4.3% | +9.8% | +5.7% |
| 6M | +57.4% | -1.5% | +58.9% | +56.7% |
| YTD | -11.0% | +70.7% | -81.7% | -18.0% |
| 1Y | -15.8% | +58.1% | -73.9% | -21.7% |
| 3Y | -16.9% | +69.8% | -86.7% | -24.7% |
| 5Y | -35.3% | +148.9% | -184.2% | -45.5% |
| 10Y | +131.0% | +143.5% | -12.5% | +73.9% |
| All | +131.0% | +144.4% | -13.4% | +73.9% |
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