-18.1%
WDAY vs ELV
+35.4%
-53.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.7% |
| 7D | -5.2% | +2.8% | -7.9% | -5.4% |
| 30D | +5.9% | +4.9% | +1.0% | +5.6% |
| 3M | +42.3% | +4.9% | +37.4% | +41.3% |
| 6M | +34.7% | +45.1% | -10.4% | +33.7% |
| YTD | -13.5% | +20.7% | -34.2% | -12.1% |
| 1Y | -18.1% | +35.0% | -53.1% | -14.3% |
| All | -18.1% | +35.4% | -53.5% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling