+290.7%
WDAY vs ECL
+448.4%
-157.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.5% |
| 7D | -4.0% | -0.5% | -3.5% | -3.8% |
| 30D | +1.9% | +8.8% | -6.9% | -2.8% |
| 3M | +5.9% | +7.8% | -2.0% | +1.2% |
| 6M | +48.8% | +21.3% | +27.5% | +32.9% |
| YTD | -11.4% | +17.8% | -29.2% | -20.8% |
| 1Y | -15.5% | +21.1% | -36.6% | -25.8% |
| 3Y | -15.6% | +80.1% | -95.7% | -42.8% |
| 5Y | -35.2% | +40.5% | -75.7% | -50.2% |
| 10Y | +123.9% | +197.7% | -73.9% | -1.1% |
| All | +290.7% | +448.4% | -157.7% | +33.0% |
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