+292.6%
WDAY vs EIX
+120.2%
+172.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -5.3% | -2.5% | -2.8% | -4.8% |
| 30D | +1.5% | +7.7% | -6.1% | +0.2% |
| 3M | +5.5% | -12.9% | +18.3% | +7.3% |
| 6M | +57.4% | -12.7% | +70.1% | +59.4% |
| YTD | -11.0% | +5.5% | -16.4% | -14.2% |
| 1Y | -15.8% | +9.4% | -25.1% | -19.6% |
| 3Y | -16.9% | +9.7% | -26.6% | -22.6% |
| 5Y | -35.3% | +16.9% | -52.2% | -41.1% |
| 10Y | +131.0% | +34.3% | +96.8% | +97.0% |
| All | +292.6% | +120.2% | +172.4% | +213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling