-12.1%
WDAY vs OVV
+75.5%
-87.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.3% | +3.1% |
| 7D | +1.8% | +8.0% | -6.2% | +2.1% |
| 30D | +4.1% | -2.0% | +6.1% | +4.0% |
| 3M | -4.8% | +5.4% | -10.3% | -4.6% |
| 6M | +68.6% | +14.3% | +54.4% | +68.8% |
| YTD | -8.5% | +69.4% | -78.0% | -1.1% |
| 1Y | -12.1% | +72.4% | -84.5% | -4.1% |
| All | -12.1% | +75.5% | -87.6% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling