-25.7%
WDAY vs EIX
0.0%
-25.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.5% | -9.4% | -4.9% |
| 7D | -6.1% | +0.9% | -7.0% | -6.1% |
| 30D | +3.7% | -13.5% | +17.2% | +3.9% |
| 3M | +29.6% | -15.3% | +44.8% | +29.6% |
| 6M | +23.3% | -15.3% | +38.7% | +23.2% |
| YTD | -13.3% | +2.7% | -16.0% | -15.3% |
| 1Y | -19.6% | +17.4% | -37.1% | -22.9% |
| 3Y | -25.7% | -1.3% | -24.3% | -30.0% |
| All | -25.7% | 0.0% | -25.7% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling