+68.6%
WDAY vs ELV
+9.4%
+59.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.1% | +3.1% |
| 7D | +1.8% | +1.0% | +0.9% | +1.4% |
| 30D | +4.1% | +0.4% | +3.7% | +4.0% |
| 3M | -4.8% | +8.4% | -13.2% | -7.4% |
| 6M | +68.6% | +8.4% | +60.2% | +60.6% |
| All | +68.6% | +9.4% | +59.2% | +60.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling