+116.9%
WDAY vs ELF
+357.0%
-240.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -5.7% |
| 7D | -4.4% | +5.4% | -9.7% | -5.3% |
| 30D | +14.7% | +27.0% | -12.2% | +10.0% |
| 3M | +32.4% | +113.2% | -80.8% | +16.1% |
| 6M | +36.9% | +36.6% | +0.3% | +28.5% |
| YTD | -8.8% | +44.2% | -53.1% | -15.7% |
| 1Y | -15.3% | -18.0% | +2.7% | -15.4% |
| 3Y | -21.2% | -19.9% | -1.3% | -27.4% |
| 5Y | -29.5% | +257.7% | -287.2% | -55.0% |
| All | +116.9% | +357.0% | -240.1% | +16.7% |
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