-31.6%
WDAY vs ENB
+71.0%
-102.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.6% | -5.0% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | +3.7% | -0.2% | +3.9% | +3.7% |
| 3M | +29.6% | -7.5% | +37.1% | +31.6% |
| 6M | +23.3% | -4.1% | +27.5% | +23.6% |
| YTD | -13.3% | +9.8% | -23.1% | -17.1% |
| 1Y | -19.6% | +8.7% | -28.3% | -23.1% |
| 3Y | -25.7% | +79.0% | -104.7% | -43.9% |
| 5Y | -31.6% | +69.1% | -100.7% | -47.1% |
| All | -31.6% | +71.0% | -102.6% | -47.1% |
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 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