-30.6%
WDAY vs EFV
+95.9%
-126.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.4% |
| 7D | -5.2% | -0.8% | -4.3% | -4.7% |
| 30D | +5.9% | +0.6% | +5.3% | +5.6% |
| 3M | +42.3% | +7.5% | +34.7% | +35.7% |
| 6M | +34.7% | +13.0% | +21.7% | +22.9% |
| YTD | -13.5% | +18.3% | -31.9% | -24.6% |
| 1Y | -18.1% | +26.7% | -44.8% | -32.6% |
| 3Y | -26.4% | +89.6% | -115.9% | -58.0% |
| All | -30.6% | +95.9% | -126.5% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling