+314.5%
WDAY vs CVE
+12.6%
+301.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.6% | +9.6% | +3.1% |
| 7D | -1.2% | -12.1% | +10.8% | +0.5% |
| 30D | +6.8% | -9.8% | +16.6% | +8.2% |
| 3M | +17.8% | -0.7% | +18.6% | +17.6% |
| 6M | +57.8% | -4.3% | +62.1% | +57.7% |
| YTD | -6.0% | +70.6% | -76.6% | -14.4% |
| 1Y | -13.5% | +73.2% | -86.7% | -21.5% |
| 3Y | -7.6% | +60.3% | -67.9% | -16.6% |
| 5Y | -30.5% | +159.3% | -189.8% | -43.4% |
| 10Y | +143.9% | +147.4% | -3.6% | +78.2% |
| All | +314.5% | +12.6% | +301.9% | +234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling