-26.2%
WDAY vs EFV
+88.7%
-115.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -7.4% | -0.5% | -6.9% | -7.2% |
| 30D | +1.0% | 0.0% | +1.0% | +1.0% |
| 3M | +32.7% | +8.4% | +24.3% | +29.4% |
| 6M | +25.6% | +12.3% | +13.2% | +19.9% |
| YTD | -13.4% | +17.4% | -30.8% | -20.1% |
| 1Y | -19.4% | +27.1% | -46.5% | -29.4% |
| All | -26.2% | +88.7% | -115.0% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling