+292.6%
WDAY vs EL
+113.6%
+179.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -5.3% | +0.3% | -5.6% | -5.5% |
| 30D | +1.5% | +12.3% | -10.7% | -2.6% |
| 3M | +5.5% | +28.4% | -22.9% | -4.4% |
| 6M | +57.4% | +36.7% | +20.7% | +38.9% |
| YTD | -11.0% | +8.4% | -19.4% | -16.5% |
| 1Y | -15.8% | +25.4% | -41.2% | -25.4% |
| 3Y | -16.9% | +3.4% | -20.3% | -27.8% |
| 5Y | -35.3% | -64.8% | +29.5% | -8.4% |
| 10Y | +131.0% | +63.0% | +68.1% | +50.2% |
| All | +292.6% | +113.6% | +179.0% | +126.6% |
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 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