+112.2%
WDAY vs ELV
+278.6%
-166.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -1.6% |
| 7D | -5.2% | +2.8% | -7.9% | -5.9% |
| 30D | +5.9% | +4.9% | +1.0% | +4.6% |
| 3M | +42.3% | +4.9% | +37.4% | +40.1% |
| 6M | +34.7% | +45.1% | -10.4% | +21.3% |
| YTD | -13.5% | +20.7% | -34.2% | -18.7% |
| 1Y | -18.1% | +35.0% | -53.1% | -25.7% |
| 3Y | -26.4% | -2.4% | -23.9% | -28.3% |
| 5Y | -30.6% | +25.5% | -56.0% | -38.9% |
| All | +112.2% | +278.6% | -166.4% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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