+248.9%
CVX vs WDAY
+308.8%
-59.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.2% |
| 7D | +3.4% | +1.8% | +1.6% | +3.1% |
| 30D | -1.0% | +4.1% | -5.0% | -1.7% |
| 3M | +12.2% | -4.8% | +17.0% | +12.7% |
| 6M | +20.3% | +68.6% | -48.3% | +9.6% |
| YTD | +48.3% | -8.5% | +56.8% | +47.6% |
| 1Y | +46.9% | -12.1% | +59.0% | +46.9% |
| 3Y | +73.1% | -13.2% | +86.3% | +70.1% |
| 5Y | +135.2% | -33.7% | +169.0% | +136.3% |
| 10Y | +214.4% | +137.4% | +77.0% | +142.1% |
| All | +248.9% | +308.8% | -59.9% | +156.4% |
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