+113.3%
WDAY vs ENB
+98.3%
+15.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | -7.4% | -0.3% | -7.1% | -7.3% |
| 30D | +1.0% | -1.1% | +2.1% | +1.3% |
| 3M | +32.7% | -8.5% | +41.1% | +36.6% |
| 6M | +25.6% | -4.5% | +30.1% | +26.7% |
| YTD | -13.4% | +9.1% | -22.5% | -17.6% |
| 1Y | -19.4% | +8.0% | -27.3% | -23.2% |
| 3Y | -25.8% | +77.8% | -103.6% | -43.9% |
| 5Y | -31.1% | +69.4% | -100.5% | -47.1% |
| 10Y | +113.3% | +100.5% | +12.8% | +42.8% |
| All | +113.3% | +98.3% | +15.0% | +42.8% |
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