+235.2%
CVX vs WDAY
+293.1%
-57.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -6.2% | -4.6% | -1.7% | -5.6% |
| 30D | -0.4% | +1.2% | -1.6% | -0.7% |
| 3M | +9.3% | +2.6% | +6.8% | +8.3% |
| 6M | +18.4% | +47.8% | -29.4% | +10.0% |
| YTD | +42.5% | -12.1% | +54.5% | +42.6% |
| 1Y | +41.0% | -17.1% | +58.2% | +42.4% |
| 3Y | +67.5% | -17.9% | +85.4% | +66.0% |
| 5Y | +126.1% | -35.1% | +161.2% | +127.6% |
| 10Y | +198.8% | +130.1% | +68.6% | +131.2% |
| All | +235.2% | +293.1% | -57.9% | +147.7% |
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