-36.0%
WDAY vs EAT
+349.7%
-385.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | 0.0% |
| 7D | -4.6% | -5.9% | +1.3% | -3.5% |
| 30D | +1.2% | +0.7% | +0.6% | +0.8% |
| 3M | +2.6% | -14.2% | +16.8% | +4.5% |
| 6M | +47.8% | +40.7% | +7.0% | +35.9% |
| YTD | -12.1% | +36.0% | -48.0% | -19.6% |
| 1Y | -17.1% | +83.1% | -100.2% | -29.6% |
| 3Y | -17.9% | +474.8% | -492.7% | -52.7% |
| All | -36.0% | +349.7% | -385.7% | -63.5% |
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