+113.3%
WDAY vs EL
+28.8%
+84.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +0.8% |
| 7D | -7.4% | -2.4% | -5.0% | -6.7% |
| 30D | +1.0% | +13.7% | -12.7% | -3.8% |
| 3M | +32.7% | +14.5% | +18.2% | +26.0% |
| 6M | +25.6% | +7.4% | +18.2% | +20.4% |
| YTD | -13.4% | -4.7% | -8.7% | -14.5% |
| 1Y | -19.4% | +12.9% | -32.3% | -25.8% |
| 3Y | -25.8% | -32.2% | +6.5% | -22.8% |
| 5Y | -31.1% | -68.4% | +37.3% | +2.2% |
| 10Y | +113.3% | +28.3% | +85.1% | +51.6% |
| All | +113.3% | +28.8% | +84.5% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling