+111.5%
WDAY vs EOG
+121.2%
-9.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -10.5% | +1.0% | -11.6% | -10.7% |
| 30D | +2.1% | +2.8% | -0.7% | +1.5% |
| 3M | +34.6% | +5.9% | +28.7% | +32.8% |
| 6M | +29.9% | +17.1% | +12.8% | +25.6% |
| YTD | -13.8% | +43.9% | -57.7% | -20.0% |
| 1Y | -18.3% | +26.9% | -45.2% | -22.4% |
| 3Y | -26.2% | +23.6% | -49.7% | -30.3% |
| 5Y | -30.8% | +178.1% | -208.9% | -46.0% |
| All | +111.5% | +121.2% | -9.7% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling