+144.0%
WDAY vs ED
+147.1%
-3.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.7% | +2.9% |
| 7D | +1.8% | +2.1% | -0.2% | +1.6% |
| 30D | +4.1% | +10.4% | -6.3% | +3.1% |
| 3M | -4.8% | +12.5% | -17.4% | -5.9% |
| 6M | +68.6% | +14.9% | +53.7% | +66.4% |
| YTD | -8.5% | +24.8% | -33.4% | -10.8% |
| 1Y | -12.1% | +23.8% | -35.9% | -14.2% |
| 3Y | -13.2% | +51.6% | -64.8% | -18.7% |
| 5Y | -33.7% | +86.4% | -120.2% | -39.8% |
| All | +144.0% | +147.1% | -3.1% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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