+111.2%
WDAY vs ELF
+373.0%
-261.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.4% |
| 7D | -4.8% | +3.4% | -8.1% | -5.4% |
| 30D | +2.5% | +5.0% | -2.5% | +1.6% |
| 3M | +8.8% | +22.6% | -13.8% | +4.7% |
| 6M | +60.7% | +104.0% | -43.3% | +41.4% |
| YTD | -11.2% | +49.3% | -60.5% | -18.5% |
| 1Y | -15.6% | +46.0% | -61.7% | -22.4% |
| 3Y | -17.1% | +19.4% | -36.5% | -29.5% |
| 5Y | -35.7% | +262.0% | -297.7% | -59.0% |
| 10Y | +130.4% | +320.5% | -190.1% | +23.3% |
| All | +111.2% | +373.0% | -261.9% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling