+323.8%
EWY vs WDAY
+287.7%
+36.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.4% | +1.3% |
| 7D | +8.0% | -6.1% | +14.1% | +9.0% |
| 30D | +14.3% | +3.7% | +10.6% | +13.1% |
| 3M | +2.3% | +29.6% | -27.3% | -3.7% |
| 6M | +49.9% | +23.3% | +26.5% | +41.1% |
| YTD | +95.3% | -13.3% | +108.6% | +96.5% |
| 1Y | +161.7% | -19.6% | +181.4% | +166.6% |
| 3Y | +230.2% | -25.7% | +255.8% | +234.3% |
| 5Y | +148.1% | -31.6% | +179.7% | +148.4% |
| 10Y | +293.2% | +109.9% | +183.2% | +205.7% |
| All | +323.8% | +287.7% | +36.1% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling