+302.1%
WDAY vs ECL
+397.9%
-95.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -4.4% | -2.6% | -1.8% | -3.0% |
| 30D | +14.7% | -2.2% | +16.9% | +16.1% |
| 3M | +32.4% | +10.1% | +22.3% | +25.5% |
| 6M | +36.9% | -5.7% | +42.6% | +39.9% |
| YTD | -8.8% | +7.0% | -15.8% | -13.8% |
| 1Y | -15.3% | +2.7% | -18.0% | -18.1% |
| 3Y | -21.2% | +57.7% | -78.9% | -42.3% |
| 5Y | -29.5% | +31.1% | -60.6% | -43.7% |
| 10Y | +120.0% | +150.9% | -30.8% | +8.4% |
| All | +302.1% | +397.9% | -95.8% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling