-11.7%
WDAY vs OVV
+34.1%
-45.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.6% |
| 7D | -2.5% | -16.7% | +14.2% | -0.6% |
| 30D | +4.7% | -1.5% | +6.2% | +4.6% |
| 3M | +13.3% | +1.6% | +11.7% | +12.8% |
| 6M | +57.3% | +2.0% | +55.3% | +56.0% |
| YTD | -10.2% | +56.8% | -67.0% | -16.1% |
| 1Y | -14.1% | +64.8% | -78.9% | -20.5% |
| 3Y | -11.7% | +38.3% | -49.9% | -15.9% |
| All | -11.7% | +34.1% | -45.8% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling