+226.4%
EWY vs WDAY
-25.5%
+252.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +6.7% | -7.4% | +14.0% | +6.2% |
| 30D | +17.0% | +1.0% | +15.9% | +17.1% |
| 3M | +3.7% | +32.7% | -29.0% | +6.3% |
| 6M | +42.5% | +25.6% | +16.9% | +47.6% |
| YTD | +96.2% | -13.4% | +109.6% | +113.9% |
| 1Y | +160.4% | -19.4% | +179.7% | +186.2% |
| All | +226.4% | -25.5% | +252.0% | +246.9% |
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