+130.1%
WDAY vs EL
+60.9%
+69.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -4.6% | +7.6% | -12.2% | -7.0% |
| 30D | +1.2% | +15.7% | -14.5% | -3.7% |
| 3M | +2.6% | +30.5% | -28.0% | -7.1% |
| 6M | +47.8% | +32.5% | +15.2% | +32.5% |
| YTD | -12.1% | +9.4% | -21.5% | -17.5% |
| 1Y | -17.1% | +28.4% | -45.5% | -26.8% |
| 3Y | -17.9% | +4.4% | -22.3% | -28.5% |
| 5Y | -35.1% | -64.5% | +29.4% | -7.2% |
| 10Y | +130.1% | +64.9% | +65.2% | +47.8% |
| All | +130.1% | +60.9% | +69.3% | +47.8% |
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