+130.1%
WDAY vs OVV
+46.5%
+83.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | -4.6% | -7.3% | +2.7% | -3.7% |
| 30D | +1.2% | -3.6% | +4.8% | +1.5% |
| 3M | +2.6% | -2.6% | +5.2% | +2.7% |
| 6M | +47.8% | +7.6% | +40.2% | +45.8% |
| YTD | -12.1% | +59.6% | -71.7% | -17.8% |
| 1Y | -17.1% | +62.2% | -79.4% | -22.8% |
| 3Y | -17.9% | +49.6% | -67.5% | -23.9% |
| 5Y | -35.1% | +98.9% | -134.0% | -43.2% |
| 10Y | +130.1% | +45.1% | +85.0% | +72.3% |
| All | +130.1% | +46.5% | +83.6% | +72.3% |
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