+40.2%
CVX vs WDAY
-19.9%
+60.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +0.7% | -10.5% | +11.2% | +1.0% |
| 30D | +9.1% | +2.1% | +7.0% | +9.0% |
| 3M | +13.1% | +34.6% | -21.6% | +12.0% |
| 6M | +16.3% | +29.9% | -13.6% | +14.5% |
| YTD | +43.5% | -13.8% | +57.3% | +41.4% |
| 1Y | +40.2% | -18.3% | +58.4% | +38.8% |
| All | +40.2% | -19.9% | +60.1% | +38.8% |
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