-31.1%
WDAY vs ELV
+14.8%
-45.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.1% |
| 7D | -7.4% | -2.2% | -5.2% | -7.0% |
| 30D | +1.0% | -0.2% | +1.2% | +1.1% |
| 3M | +32.7% | -6.1% | +38.8% | +33.8% |
| 6M | +25.6% | +42.8% | -17.2% | +17.9% |
| YTD | -13.4% | +14.4% | -27.8% | -15.6% |
| 1Y | -19.4% | +28.6% | -48.0% | -23.4% |
| 3Y | -25.8% | -7.4% | -18.4% | -25.3% |
| 5Y | -31.1% | +14.5% | -45.6% | -33.9% |
| All | -31.1% | +14.8% | -45.9% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling