-15.6%
WDAY vs CVE
+61.2%
-76.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.1% |
| 7D | -4.8% | +4.6% | -9.4% | -4.3% |
| 30D | +2.5% | -12.0% | +14.5% | +1.0% |
| 3M | +8.8% | -3.8% | +12.5% | +8.6% |
| 6M | +60.7% | -2.7% | +63.4% | +61.2% |
| YTD | -11.2% | +73.6% | -84.8% | +1.6% |
| 1Y | -15.6% | +62.0% | -77.6% | -2.8% |
| All | -15.6% | +61.2% | -76.8% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling