+31.1%
WDAY vs ELAN
-28.2%
+59.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | 0.0% |
| 7D | -5.2% | -5.4% | +0.3% | -3.9% |
| 30D | +5.9% | +4.7% | +1.2% | +4.7% |
| 3M | +42.3% | -3.7% | +45.9% | +42.8% |
| 6M | +34.7% | -1.2% | +35.9% | +32.1% |
| YTD | -13.5% | +2.4% | -15.9% | -16.4% |
| 1Y | -18.1% | +23.4% | -41.5% | -25.1% |
| 3Y | -26.4% | +96.7% | -123.1% | -46.5% |
| 5Y | -30.6% | -30.6% | 0.0% | -29.0% |
| All | +31.1% | -28.2% | +59.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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