-35.2%
WDAY vs ENB
+51.1%
-86.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -4.0% | -3.7% | -0.3% | -3.2% |
| 30D | +1.9% | +1.7% | +0.2% | +1.5% |
| 3M | +5.9% | -6.3% | +12.2% | +7.3% |
| 6M | +48.8% | -9.2% | +58.0% | +51.0% |
| YTD | -11.4% | +3.1% | -14.5% | -14.3% |
| 1Y | -15.5% | +3.4% | -18.9% | -18.4% |
| 3Y | -15.6% | +68.9% | -84.6% | -36.1% |
| 5Y | -35.2% | +51.7% | -86.9% | -45.7% |
| All | -35.2% | +51.1% | -86.3% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling