+311.1%
WDAY vs CVE
+9.5%
+301.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | +2.4% | -14.1% | +16.5% | +4.5% |
| 30D | +7.3% | -11.6% | +18.9% | +9.0% |
| 3M | +17.3% | 0.0% | +17.3% | +16.9% |
| 6M | +55.3% | -8.4% | +63.7% | +56.1% |
| YTD | -6.8% | +65.9% | -72.7% | -14.8% |
| 1Y | -13.8% | +69.4% | -83.2% | -21.5% |
| 3Y | -8.4% | +55.9% | -64.3% | -16.9% |
| 5Y | -31.0% | +146.2% | -177.1% | -43.3% |
| 10Y | +141.8% | +140.6% | +1.2% | +77.5% |
| All | +311.1% | +9.5% | +301.6% | +232.6% |
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