+231.0%
CVX vs WDAY
+307.5%
-76.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -0.5% |
| 7D | +3.3% | -4.4% | +7.7% | +4.0% |
| 30D | +12.9% | +14.7% | -1.9% | +10.2% |
| 3M | +11.7% | +32.4% | -20.7% | +6.1% |
| 6M | +14.1% | +36.9% | -22.7% | +7.2% |
| YTD | +40.7% | -8.8% | +49.5% | +40.4% |
| 1Y | +37.5% | -15.3% | +52.8% | +38.4% |
| 3Y | +43.9% | -21.2% | +65.1% | +43.8% |
| 5Y | +161.5% | -29.5% | +191.0% | +159.8% |
| 10Y | +215.1% | +120.0% | +95.1% | +145.9% |
| All | +231.0% | +307.5% | -76.4% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling