+112.2%
WDAY vs EFX
+42.6%
+69.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | 0.0% |
| 7D | -5.2% | -4.5% | -0.6% | -2.9% |
| 30D | +5.9% | -6.1% | +12.0% | +9.7% |
| 3M | +42.3% | +6.2% | +36.1% | +39.6% |
| 6M | +34.7% | -11.2% | +45.9% | +43.6% |
| YTD | -13.5% | -21.4% | +7.9% | -3.1% |
| 1Y | -18.1% | -34.3% | +16.2% | -0.6% |
| 3Y | -26.4% | -12.5% | -13.9% | -26.1% |
| 5Y | -30.6% | -35.6% | +5.0% | -21.4% |
| All | +112.2% | +42.6% | +69.6% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling