-26.1%
WDAY vs EFX
-10.8%
-15.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -3.4% |
| 7D | -6.1% | -7.8% | +1.7% | -2.3% |
| 30D | +3.7% | -5.7% | +9.4% | +7.0% |
| 3M | +29.6% | +2.5% | +27.1% | +29.6% |
| 6M | +23.3% | -16.7% | +40.0% | +32.3% |
| YTD | -13.3% | -20.2% | +6.9% | -6.1% |
| 1Y | -19.6% | -31.4% | +11.7% | -9.1% |
| All | -26.1% | -10.8% | -15.3% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling