+113.3%
WDAY vs EAT
+370.1%
-256.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.5% |
| 7D | -7.4% | -6.8% | -0.6% | -6.2% |
| 30D | +1.0% | -5.4% | +6.4% | +1.6% |
| 3M | +32.7% | +42.8% | -10.1% | +23.2% |
| 6M | +25.6% | +56.5% | -30.9% | +13.3% |
| YTD | -13.4% | +50.0% | -63.4% | -21.5% |
| 1Y | -19.4% | +38.3% | -57.6% | -26.1% |
| 3Y | -25.8% | +591.6% | -617.4% | -53.5% |
| 5Y | -31.1% | +312.6% | -343.7% | -54.0% |
| 10Y | +113.3% | +381.4% | -268.1% | +11.7% |
| All | +113.3% | +370.1% | -256.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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