+167.0%
CVX vs WDAY
-31.4%
+198.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.4% | +0.9% |
| 7D | -0.6% | -6.1% | +5.5% | -0.1% |
| 30D | +13.4% | +3.7% | +9.7% | +12.9% |
| 3M | +11.8% | +29.6% | -17.7% | +9.1% |
| 6M | +12.4% | +23.3% | -10.9% | +9.8% |
| YTD | +41.5% | -13.3% | +54.8% | +42.3% |
| 1Y | +41.6% | -19.6% | +61.2% | +43.3% |
| 3Y | +42.2% | -25.7% | +67.9% | +43.2% |
| All | +167.0% | -31.4% | +198.5% | +162.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling