-13.2%
WDAY vs ELV
-1.5%
-11.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.1% | +3.1% |
| 7D | +1.8% | +1.0% | +0.9% | +1.7% |
| 30D | +4.1% | +0.4% | +3.7% | +4.0% |
| 3M | -4.8% | +8.4% | -13.2% | -5.7% |
| 6M | +68.6% | +8.4% | +60.2% | +66.9% |
| YTD | -8.5% | +24.4% | -32.9% | -10.2% |
| 1Y | -12.1% | +33.5% | -45.6% | -14.4% |
| 3Y | -13.2% | -2.1% | -11.1% | -0.5% |
| All | -13.2% | -1.5% | -11.7% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling