+287.9%
WDAY vs ED
+233.1%
+54.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | -4.6% | +2.1% | -6.7% | -4.7% |
| 30D | +1.2% | +12.4% | -11.2% | +0.3% |
| 3M | +2.6% | +13.1% | -10.6% | +1.6% |
| 6M | +47.8% | +14.1% | +33.7% | +46.3% |
| YTD | -12.1% | +23.1% | -35.1% | -13.7% |
| 1Y | -17.1% | +25.4% | -42.6% | -18.9% |
| 3Y | -17.9% | +47.9% | -65.7% | -21.7% |
| 5Y | -35.1% | +81.9% | -117.0% | -39.5% |
| 10Y | +130.1% | +141.3% | -11.1% | +113.0% |
| All | +287.9% | +233.1% | +54.8% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling