+157.0%
EWY vs WDAY
-12.7%
+169.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -1.5% |
| 7D | +4.2% | +1.8% | +2.4% | +4.4% |
| 30D | -10.7% | +4.1% | -14.7% | -10.3% |
| 3M | -20.1% | -4.8% | -15.2% | -20.2% |
| 6M | -24.3% | +68.6% | -92.9% | -22.0% |
| YTD | +46.9% | -8.5% | +55.4% | +61.6% |
| 1Y | +55.2% | -12.1% | +67.3% | +71.5% |
| 3Y | +157.0% | -13.2% | +170.1% | +179.0% |
| All | +157.0% | -12.7% | +169.7% | +179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling