-28.6%
WDAY vs CVE
+317.2%
-345.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.2% |
| 7D | -4.4% | +2.5% | -6.9% | -4.6% |
| 30D | +14.7% | +16.7% | -2.0% | +12.9% |
| 3M | +32.4% | +9.3% | +23.1% | +30.8% |
| 6M | +36.9% | +43.6% | -6.7% | +31.0% |
| YTD | -8.8% | +93.6% | -102.4% | -16.2% |
| 1Y | -15.3% | +98.8% | -114.0% | -22.6% |
| 3Y | -21.2% | +73.6% | -94.8% | -28.4% |
| All | -28.6% | +317.2% | -345.9% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling