-14.1%
WDAY vs CVE
+67.8%
-81.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.1% | -3.7% |
| 7D | -2.5% | -16.1% | +13.6% | -4.4% |
| 30D | +4.7% | -10.4% | +15.1% | +3.4% |
| 3M | +13.3% | -2.4% | +15.7% | +13.4% |
| 6M | +57.3% | -4.4% | +61.7% | +57.6% |
| YTD | -10.2% | +64.9% | -75.1% | +0.4% |
| 1Y | -14.1% | +66.0% | -80.1% | -3.8% |
| All | -14.1% | +67.8% | -81.9% | -3.8% |
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