-33.5%
WDAY vs EIX
+18.4%
-51.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +3.0% |
| 7D | +1.8% | +1.4% | +0.5% | +1.7% |
| 30D | +4.1% | +8.5% | -4.5% | +2.9% |
| 3M | -4.8% | -13.5% | +8.6% | -3.5% |
| 6M | +68.6% | -12.4% | +81.0% | +70.0% |
| YTD | -8.5% | +5.9% | -14.4% | -12.5% |
| 1Y | -12.1% | +7.6% | -19.7% | -16.3% |
| 3Y | -13.2% | +12.8% | -26.0% | -23.2% |
| All | -33.5% | +18.4% | -51.9% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling