-21.8%
WDAY vs ENB
+79.0%
-100.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.5% |
| 7D | -4.4% | -0.2% | -4.1% | -4.4% |
| 30D | +14.7% | -2.2% | +17.0% | +14.5% |
| 3M | +32.4% | -10.5% | +42.9% | +31.4% |
| 6M | +36.9% | -5.1% | +41.9% | +36.0% |
| YTD | -8.8% | +9.0% | -17.8% | -10.2% |
| 1Y | -15.3% | +8.2% | -23.5% | -16.4% |
| All | -21.8% | +79.0% | -100.8% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling