-31.1%
WDAY vs EFX
-36.4%
+5.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +1.0% |
| 7D | -7.4% | -9.4% | +2.0% | -2.1% |
| 30D | +1.0% | -6.9% | +7.9% | +5.5% |
| 3M | +32.7% | +0.1% | +32.6% | +34.0% |
| 6M | +25.6% | -17.3% | +42.9% | +39.3% |
| YTD | -13.4% | -21.8% | +8.5% | -1.9% |
| 1Y | -19.4% | -32.5% | +13.2% | -2.2% |
| 3Y | -25.8% | -12.3% | -13.4% | -28.3% |
| 5Y | -31.1% | -36.6% | +5.5% | -23.3% |
| All | -31.1% | -36.4% | +5.3% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling