+302.1%
WDAY vs EFV
+214.8%
+87.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.3% |
| 7D | -4.4% | +1.5% | -5.9% | -5.5% |
| 30D | +14.7% | +1.7% | +13.0% | +13.2% |
| 3M | +32.4% | +8.6% | +23.7% | +23.5% |
| 6M | +36.9% | +11.7% | +25.2% | +23.4% |
| YTD | -8.8% | +19.3% | -28.1% | -22.8% |
| 1Y | -15.3% | +30.2% | -45.5% | -33.6% |
| 3Y | -21.2% | +91.6% | -112.8% | -56.5% |
| 5Y | -29.5% | +96.4% | -125.9% | -62.0% |
| 10Y | +120.0% | +166.5% | -46.4% | -10.4% |
| All | +302.1% | +214.8% | +87.3% | +65.0% |
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