-15.3%
WDAY vs EFA
+23.1%
-38.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.3% |
| 7D | -4.4% | +0.6% | -4.9% | -4.1% |
| 30D | +14.7% | +0.9% | +13.9% | +15.1% |
| 3M | +32.4% | +4.9% | +27.5% | +35.9% |
| 6M | +36.9% | +8.6% | +28.3% | +41.8% |
| YTD | -8.8% | +14.6% | -23.5% | -8.4% |
| 1Y | -15.3% | +22.6% | -37.9% | -15.3% |
| All | -15.3% | +23.1% | -38.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling