+291.5%
WDAY vs EFV
+205.2%
+86.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | +0.7% | -5.5% | -5.4% |
| 30D | +2.5% | +2.0% | +0.5% | +0.7% |
| 3M | +8.8% | -1.6% | +10.4% | +10.1% |
| 6M | +60.7% | +5.8% | +55.0% | +52.5% |
| YTD | -11.2% | +15.6% | -26.9% | -23.1% |
| 1Y | -15.6% | +19.0% | -34.6% | -28.7% |
| 3Y | -17.1% | +90.7% | -107.8% | -54.1% |
| 5Y | -35.7% | +92.8% | -128.5% | -64.9% |
| 10Y | +130.4% | +160.5% | -30.1% | -4.7% |
| All | +291.5% | +205.2% | +86.3% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling