+303.5%
WDAY vs ELV
+743.5%
-440.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.1% | +3.1% |
| 7D | +1.8% | +1.0% | +0.9% | +1.6% |
| 30D | +4.1% | +0.4% | +3.7% | +3.9% |
| 3M | -4.8% | +8.4% | -13.2% | -7.0% |
| 6M | +68.6% | +8.4% | +60.2% | +64.3% |
| YTD | -8.5% | +24.4% | -32.9% | -15.1% |
| 1Y | -12.1% | +33.5% | -45.6% | -20.2% |
| 3Y | -13.2% | -2.1% | -11.1% | -15.7% |
| 5Y | -33.7% | +5.8% | -39.5% | -38.3% |
| 10Y | +137.4% | +268.9% | -131.5% | +39.0% |
| All | +303.5% | +743.5% | -440.1% | +102.7% |
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