-26.4%
WDAY vs ELV
-2.1%
-24.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -5.2% | +3.2% | -8.4% | -5.5% |
| 30D | +5.9% | +5.4% | +0.6% | +5.4% |
| 3M | +42.3% | +5.4% | +36.9% | +41.2% |
| 6M | +34.7% | +45.7% | -11.0% | +30.0% |
| YTD | -13.5% | +21.2% | -34.7% | -14.9% |
| 1Y | -18.1% | +35.6% | -53.7% | -20.5% |
| 3Y | -26.4% | -2.0% | -24.4% | -21.5% |
| All | -26.4% | -2.1% | -24.2% | -21.5% |
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