+296.2%
WDAY vs EL
+109.3%
+186.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.9% | -4.4% |
| 7D | -2.5% | +0.8% | -3.2% | -2.9% |
| 30D | +4.7% | +16.5% | -11.8% | -0.9% |
| 3M | +13.3% | +29.2% | -15.9% | +2.6% |
| 6M | +57.3% | +27.9% | +29.4% | +42.1% |
| YTD | -10.2% | +6.2% | -16.4% | -15.1% |
| 1Y | -14.1% | +27.2% | -41.2% | -24.3% |
| 3Y | -11.7% | +3.2% | -14.9% | -23.4% |
| 5Y | -33.5% | -66.0% | +32.5% | -4.5% |
| 10Y | +133.1% | +58.3% | +74.7% | +53.3% |
| All | +296.2% | +109.3% | +186.9% | +130.4% |
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