+290.7%
WDAY vs ED
+230.6%
+60.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | +1.9% | +11.6% | -9.6% | +1.1% |
| 3M | +5.9% | +10.5% | -4.7% | +5.1% |
| 6M | +48.8% | +13.2% | +35.6% | +47.4% |
| YTD | -11.4% | +22.1% | -33.6% | -13.0% |
| 1Y | -15.5% | +24.2% | -39.7% | -17.2% |
| 3Y | -15.6% | +46.9% | -62.5% | -19.5% |
| 5Y | -35.2% | +80.8% | -116.0% | -39.5% |
| 10Y | +123.9% | +134.3% | -10.4% | +107.3% |
| All | +290.7% | +230.6% | +60.0% | +251.6% |
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