-31.6%
WDAY vs EAT
+326.5%
-358.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -4.2% |
| 7D | -6.1% | -4.9% | -1.2% | -5.2% |
| 30D | +3.7% | -1.2% | +4.9% | +3.5% |
| 3M | +29.6% | +52.2% | -22.7% | +18.8% |
| 6M | +23.3% | +65.0% | -41.7% | +9.9% |
| YTD | -13.3% | +55.0% | -68.3% | -22.0% |
| 1Y | -19.6% | +42.1% | -61.7% | -26.7% |
| 3Y | -25.7% | +614.7% | -640.4% | -58.2% |
| 5Y | -31.6% | +322.7% | -354.3% | -61.6% |
| All | -31.6% | +326.5% | -358.0% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling