+123.9%
WDAY vs OVV
+48.9%
+75.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.0% | -10.7% | +6.7% | -2.7% |
| 30D | +1.9% | -5.3% | +7.2% | +2.5% |
| 3M | +5.9% | +2.4% | +3.5% | +5.3% |
| 6M | +48.8% | +5.7% | +43.1% | +47.1% |
| YTD | -11.4% | +56.8% | -68.2% | -17.0% |
| 1Y | -15.5% | +59.3% | -74.8% | -21.1% |
| 3Y | -15.6% | +49.0% | -64.6% | -21.8% |
| 5Y | -35.2% | +88.1% | -123.3% | -42.9% |
| 10Y | +123.9% | +42.5% | +81.3% | +67.6% |
| All | +123.9% | +48.9% | +75.0% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling