-13.2%
WDAY vs CVE
+74.2%
-87.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.4% | +3.0% |
| 7D | +1.8% | +5.9% | -4.1% | +1.5% |
| 30D | +4.1% | -10.9% | +14.9% | +4.7% |
| 3M | -4.8% | -4.5% | -0.3% | -4.8% |
| 6M | +68.6% | -1.0% | +69.6% | +68.1% |
| YTD | -8.5% | +74.7% | -83.3% | -14.5% |
| 1Y | -12.1% | +65.8% | -77.9% | -17.2% |
| 3Y | -13.2% | +73.2% | -86.4% | -18.5% |
| All | -13.2% | +74.2% | -87.4% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling