+209.5%
CVX vs WDAY
+129.5%
+80.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +1.6% | -4.8% | +6.4% | +2.3% |
| 30D | -0.6% | +2.5% | -3.1% | -1.1% |
| 3M | +11.0% | +8.8% | +2.2% | +9.0% |
| 6M | +18.4% | +60.7% | -42.3% | +8.5% |
| YTD | +45.9% | -11.2% | +57.2% | +46.2% |
| 1Y | +46.7% | -15.6% | +62.3% | +48.0% |
| 3Y | +71.6% | -17.1% | +88.7% | +69.8% |
| 5Y | +131.4% | -35.7% | +167.1% | +135.3% |
| All | +209.5% | +129.5% | +80.0% | +149.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling