+302.1%
WDAY vs ENB
+153.4%
+148.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.1% |
| 7D | -4.4% | -0.2% | -4.1% | -4.3% |
| 30D | +14.7% | -2.2% | +17.0% | +15.6% |
| 3M | +32.4% | -10.5% | +42.9% | +37.3% |
| 6M | +36.9% | -5.1% | +41.9% | +38.3% |
| YTD | -8.8% | +9.0% | -17.8% | -13.0% |
| 1Y | -15.3% | +8.2% | -23.5% | -19.1% |
| 3Y | -21.2% | +67.8% | -89.0% | -37.8% |
| 5Y | -29.5% | +69.4% | -98.9% | -44.8% |
| 10Y | +120.0% | +117.5% | +2.5% | +49.9% |
| All | +302.1% | +153.4% | +148.7% | +142.3% |
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