+282.6%
WDAY vs ELV
+685.7%
-403.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.5% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | +3.7% | +2.0% | +1.7% | +3.1% |
| 3M | +29.6% | -3.5% | +33.1% | +30.5% |
| 6M | +23.3% | +40.2% | -16.9% | +11.4% |
| YTD | -13.3% | +15.8% | -29.1% | -17.8% |
| 1Y | -19.6% | +33.2% | -52.8% | -27.3% |
| 3Y | -25.7% | -6.2% | -19.4% | -27.1% |
| 5Y | -31.6% | +16.4% | -48.0% | -38.7% |
| 10Y | +109.9% | +259.8% | -149.8% | +23.3% |
| All | +282.6% | +685.7% | -403.1% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling