+125.4%
WDAY vs OVV
+50.1%
+75.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.6% |
| 7D | -2.5% | -16.7% | +14.2% | -0.4% |
| 30D | +4.7% | -1.5% | +6.2% | +4.7% |
| 3M | +13.3% | +1.6% | +11.7% | +12.8% |
| 6M | +57.3% | +2.0% | +55.3% | +56.2% |
| YTD | -10.2% | +56.8% | -67.0% | -15.8% |
| 1Y | -14.1% | +64.8% | -78.9% | -20.1% |
| 3Y | -11.7% | +38.3% | -49.9% | -17.4% |
| 5Y | -33.5% | +84.9% | -118.4% | -41.3% |
| All | +125.4% | +50.1% | +75.3% | +67.8% |
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