+109.9%
WDAY vs ECL
+153.2%
-43.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.6% |
| 7D | -6.1% | -0.8% | -5.3% | -5.7% |
| 30D | +3.7% | -2.5% | +6.2% | +5.0% |
| 3M | +29.6% | +8.3% | +21.2% | +24.4% |
| 6M | +23.3% | -1.1% | +24.4% | +22.9% |
| YTD | -13.3% | +6.5% | -19.8% | -17.5% |
| 1Y | -19.6% | +2.1% | -21.7% | -21.9% |
| 3Y | -25.7% | +57.6% | -83.3% | -44.7% |
| 5Y | -31.6% | +28.1% | -59.6% | -44.5% |
| 10Y | +109.9% | +153.2% | -43.3% | +2.8% |
| All | +109.9% | +153.2% | -43.2% | +2.8% |
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