+302.1%
WDAY vs OVV
-19.8%
+321.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.6% | -5.2% |
| 7D | -4.4% | +0.3% | -4.6% | -4.4% |
| 30D | +14.7% | +11.7% | +3.0% | +13.1% |
| 3M | +32.4% | +9.8% | +22.6% | +30.5% |
| 6M | +36.9% | +26.6% | +10.3% | +32.4% |
| YTD | -8.8% | +67.0% | -75.9% | -15.1% |
| 1Y | -15.3% | +55.9% | -71.2% | -20.6% |
| 3Y | -21.2% | +45.5% | -66.7% | -26.7% |
| 5Y | -29.5% | +157.3% | -186.9% | -40.3% |
| 10Y | +120.0% | +65.0% | +55.0% | +62.3% |
| All | +302.1% | -19.8% | +321.9% | +215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling