+218.8%
CVX vs WDAY
+115.3%
+103.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.0% | -7.4% | +8.3% | +2.1% |
| 30D | +10.7% | +1.0% | +9.6% | +10.1% |
| 3M | +15.5% | +32.7% | -17.2% | +9.5% |
| 6M | +14.9% | +25.6% | -10.7% | +9.2% |
| YTD | +44.2% | -13.4% | +57.6% | +45.2% |
| 1Y | +43.5% | -19.4% | +62.9% | +45.9% |
| 3Y | +45.0% | -25.8% | +70.7% | +46.3% |
| 5Y | +172.2% | -31.1% | +203.2% | +172.0% |
| All | +218.8% | +115.3% | +103.5% | +156.2% |
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