+130.1%
WDAY vs ECL
+196.4%
-66.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.6% | +0.4% | -5.0% | -4.8% |
| 30D | +1.2% | +8.6% | -7.4% | -3.1% |
| 3M | +2.6% | +7.9% | -5.3% | -1.7% |
| 6M | +47.8% | +21.0% | +26.7% | +33.1% |
| YTD | -12.1% | +17.5% | -29.6% | -20.7% |
| 1Y | -17.1% | +19.7% | -36.8% | -26.1% |
| 3Y | -17.9% | +77.4% | -95.3% | -42.6% |
| 5Y | -35.1% | +38.7% | -73.8% | -49.6% |
| 10Y | +130.1% | +193.5% | -63.4% | -0.2% |
| All | +130.1% | +196.4% | -66.3% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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