+287.9%
WDAY vs ENB
+141.7%
+146.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -4.6% | -2.4% | -2.2% | -3.7% |
| 30D | +1.2% | +2.5% | -1.3% | +0.2% |
| 3M | +2.6% | -5.8% | +8.3% | +4.5% |
| 6M | +47.8% | -8.5% | +56.3% | +51.4% |
| YTD | -12.1% | +3.9% | -15.9% | -14.7% |
| 1Y | -17.1% | +3.7% | -20.8% | -19.7% |
| 3Y | -17.9% | +70.1% | -87.9% | -35.6% |
| 5Y | -35.1% | +53.2% | -88.3% | -47.2% |
| 10Y | +130.1% | +100.2% | +29.9% | +61.4% |
| All | +287.9% | +141.7% | +146.3% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling