+106.1%
WDAY vs ELF
+317.0%
-210.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | +0.6% |
| 7D | -7.4% | -6.8% | -0.6% | -6.3% |
| 30D | +1.0% | +5.1% | -4.1% | 0.0% |
| 3M | +32.7% | +79.8% | -47.1% | +19.9% |
| 6M | +25.6% | +29.7% | -4.1% | +18.9% |
| YTD | -13.4% | +31.6% | -45.0% | -18.6% |
| 1Y | -19.4% | -27.9% | +8.5% | -17.7% |
| 3Y | -25.8% | -26.4% | +0.7% | -30.6% |
| 5Y | -31.1% | +235.6% | -266.7% | -55.6% |
| All | +106.1% | +317.0% | -210.9% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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