+109.9%
WDAY vs OVV
+54.2%
+55.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.7% |
| 7D | -6.1% | -3.7% | -2.4% | -5.7% |
| 30D | +3.7% | +8.0% | -4.3% | +2.7% |
| 3M | +29.6% | +11.3% | +18.3% | +27.5% |
| 6M | +23.3% | +24.0% | -0.7% | +19.6% |
| YTD | -13.3% | +65.3% | -78.6% | -19.1% |
| 1Y | -19.6% | +60.2% | -79.8% | -25.0% |
| 3Y | -25.7% | +46.9% | -72.6% | -30.9% |
| 5Y | -31.6% | +158.7% | -190.3% | -42.0% |
| 10Y | +109.9% | +50.8% | +59.1% | +55.7% |
| All | +109.9% | +54.2% | +55.8% | +55.7% |
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