-19.3%
WDAY vs EIX
+17.4%
-36.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.5% | -9.4% | -4.3% |
| 7D | -6.1% | +0.9% | -7.0% | -5.9% |
| 30D | +3.7% | -13.5% | +17.2% | +2.7% |
| 3M | +29.6% | -15.3% | +44.8% | +27.7% |
| 6M | +23.3% | -15.3% | +38.7% | +21.6% |
| YTD | -13.3% | +2.7% | -16.0% | -13.9% |
| All | -19.3% | +17.4% | -36.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling