+302.1%
WDAY vs EL
+97.5%
+204.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.0% | -8.4% | -6.4% |
| 7D | -4.4% | +0.8% | -5.2% | -4.7% |
| 30D | +14.7% | +19.8% | -5.1% | +7.0% |
| 3M | +32.4% | +25.7% | +6.7% | +21.3% |
| 6M | +36.9% | +5.4% | +31.4% | +31.7% |
| YTD | -8.8% | +0.2% | -9.1% | -11.7% |
| 1Y | -15.3% | +20.4% | -35.7% | -24.1% |
| 3Y | -21.2% | -32.1% | +10.9% | -18.0% |
| 5Y | -29.5% | -67.2% | +37.7% | +2.2% |
| 10Y | +120.0% | +31.7% | +88.3% | +57.0% |
| All | +302.1% | +97.5% | +204.6% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling