-31.1%
WDAY vs EOG
+179.2%
-210.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.3% |
| 7D | -7.4% | -1.3% | -6.1% | -7.2% |
| 30D | +1.0% | +3.4% | -2.4% | +0.5% |
| 3M | +32.7% | +7.8% | +24.8% | +31.0% |
| 6M | +25.6% | +13.4% | +12.2% | +23.1% |
| YTD | -13.4% | +43.5% | -56.9% | -17.9% |
| 1Y | -19.4% | +29.7% | -49.0% | -22.5% |
| 3Y | -25.8% | +23.2% | -48.9% | -28.9% |
| 5Y | -31.1% | +176.4% | -207.5% | -36.6% |
| All | -31.1% | +179.2% | -210.3% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling