+282.6%
WDAY vs EFA
+205.5%
+77.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.3% |
| 7D | -6.1% | +1.2% | -7.3% | -7.1% |
| 30D | +3.7% | -0.7% | +4.4% | +4.4% |
| 3M | +29.6% | +6.4% | +23.2% | +21.2% |
| 6M | +23.3% | +11.4% | +12.0% | +8.5% |
| YTD | -13.3% | +14.0% | -27.3% | -26.1% |
| 1Y | -19.6% | +20.2% | -39.9% | -35.3% |
| 3Y | -25.7% | +68.2% | -93.9% | -58.6% |
| 5Y | -31.6% | +54.8% | -86.4% | -58.1% |
| 10Y | +109.9% | +142.4% | -32.4% | -18.1% |
| All | +282.6% | +205.5% | +77.1% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling