+98.5%
EWY vs WDAY
-33.9%
+132.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.0% |
| 7D | +4.2% | +1.8% | +2.4% | +4.1% |
| 30D | -10.7% | +4.1% | -14.7% | -11.0% |
| 3M | -20.1% | -4.8% | -15.2% | -19.9% |
| 6M | -24.3% | +68.6% | -92.9% | -29.6% |
| YTD | +46.9% | -8.5% | +55.4% | +53.2% |
| 1Y | +55.2% | -12.1% | +67.3% | +63.1% |
| 3Y | +157.0% | -13.2% | +170.1% | +161.0% |
| All | +98.5% | -33.9% | +132.4% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling