+302.1%
WDAY vs EFX
+317.6%
-15.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.4% | +1.0% | -2.0% |
| 7D | -4.4% | -8.6% | +4.3% | +0.4% |
| 30D | +14.7% | +0.1% | +14.6% | +15.1% |
| 3M | +32.4% | +3.8% | +28.5% | +30.9% |
| 6M | +36.9% | -13.5% | +50.4% | +48.2% |
| YTD | -8.8% | -17.7% | +8.8% | +0.4% |
| 1Y | -15.3% | -25.6% | +10.3% | -2.4% |
| 3Y | -21.2% | -12.1% | -9.1% | -21.4% |
| 5Y | -29.5% | -33.8% | +4.3% | -20.2% |
| 10Y | +120.0% | +45.1% | +74.9% | +55.2% |
| All | +302.1% | +317.6% | -15.5% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling