+144.0%
WDAY vs ENB
+106.5%
+37.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +4.0% | +3.4% |
| 7D | +1.8% | +1.7% | +0.2% | +1.2% |
| 30D | +4.1% | +0.7% | +3.4% | +3.7% |
| 3M | -4.8% | -5.8% | +0.9% | -2.9% |
| 6M | +68.6% | -11.3% | +79.9% | +75.0% |
| YTD | -8.5% | +3.7% | -12.2% | -11.5% |
| 1Y | -12.1% | +2.8% | -14.9% | -14.7% |
| 3Y | -13.2% | +67.7% | -80.9% | -32.9% |
| 5Y | -33.7% | +57.1% | -90.9% | -47.6% |
| All | +144.0% | +106.5% | +37.5% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling