+117.3%
WDAY vs CVE
+159.5%
-42.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.2% |
| 7D | -4.4% | +2.5% | -6.9% | -4.7% |
| 30D | +14.7% | +16.7% | -2.0% | +12.5% |
| 3M | +32.4% | +9.3% | +23.1% | +30.5% |
| 6M | +36.9% | +43.6% | -6.7% | +29.9% |
| YTD | -8.8% | +93.6% | -102.4% | -17.2% |
| 1Y | -15.3% | +98.8% | -114.0% | -23.5% |
| 3Y | -21.2% | +73.6% | -94.8% | -28.6% |
| 5Y | -29.5% | +312.5% | -342.0% | -44.6% |
| All | +117.3% | +159.5% | -42.2% | +62.1% |
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