+111.5%
WDAY vs EFA
+144.2%
-32.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.3% |
| 7D | -10.5% | -2.4% | -8.2% | -8.5% |
| 30D | +2.1% | -2.2% | +4.4% | +4.3% |
| 3M | +34.6% | +5.7% | +29.0% | +26.7% |
| 6M | +29.9% | +8.2% | +21.7% | +17.5% |
| YTD | -13.8% | +11.8% | -25.6% | -25.4% |
| 1Y | -18.3% | +18.3% | -36.6% | -33.5% |
| 3Y | -26.2% | +64.9% | -91.1% | -58.8% |
| 5Y | -30.8% | +52.4% | -83.2% | -57.7% |
| All | +111.5% | +144.2% | -32.7% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling