-31.6%
WDAY vs ED
+71.7%
-103.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -4.9% |
| 7D | -6.1% | +0.5% | -6.6% | -6.1% |
| 30D | +3.7% | +1.1% | +2.6% | +3.7% |
| 3M | +29.6% | +4.6% | +24.9% | +29.6% |
| 6M | +23.3% | -2.0% | +25.3% | +23.5% |
| YTD | -13.3% | +11.7% | -25.0% | -14.0% |
| 1Y | -19.6% | +15.7% | -35.4% | -20.7% |
| 3Y | -25.7% | +34.4% | -60.0% | -30.2% |
| 5Y | -31.6% | +67.3% | -98.9% | -37.7% |
| All | -31.6% | +71.7% | -103.3% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling