+302.1%
WDAY vs EIX
+105.3%
+196.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.5% |
| 7D | -4.4% | -19.1% | +14.7% | -1.1% |
| 30D | +14.7% | -16.9% | +31.6% | +17.8% |
| 3M | +32.4% | -20.0% | +52.4% | +36.6% |
| 6M | +36.9% | -21.3% | +58.2% | +41.1% |
| YTD | -8.8% | -1.7% | -7.1% | -10.9% |
| 1Y | -15.3% | +9.6% | -24.9% | -19.4% |
| 3Y | -21.2% | -3.7% | -17.5% | -24.5% |
| 5Y | -29.5% | +22.6% | -52.1% | -36.7% |
| 10Y | +120.0% | +17.7% | +102.4% | +91.3% |
| All | +302.1% | +105.3% | +196.9% | +225.7% |
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 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