+37.5%
CVX vs WDAY
-15.6%
+53.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -1.1% |
| 7D | +3.3% | -4.4% | +7.7% | +3.5% |
| 30D | +12.9% | +14.7% | -1.9% | +12.4% |
| 3M | +11.7% | +32.4% | -20.7% | +10.8% |
| 6M | +14.1% | +36.9% | -22.7% | +12.3% |
| YTD | +40.7% | -8.8% | +49.5% | +38.0% |
| 1Y | +37.5% | -15.3% | +52.8% | +35.5% |
| All | +37.5% | -15.6% | +53.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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