+303.5%
EWY vs WDAY
+114.9%
+188.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | -0.1% | -5.2% | +5.1% | +0.8% |
| 30D | +7.3% | +5.9% | +1.4% | +5.8% |
| 3M | -5.1% | +42.3% | -47.4% | -12.6% |
| 6M | +42.1% | +34.7% | +7.3% | +30.7% |
| YTD | +94.1% | -13.5% | +107.7% | +96.9% |
| 1Y | +147.8% | -18.1% | +165.9% | +153.6% |
| 3Y | +222.9% | -26.4% | +249.3% | +230.0% |
| 5Y | +150.6% | -30.6% | +181.2% | +151.3% |
| All | +303.5% | +114.9% | +188.6% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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