+302.1%
WDAY vs EOG
+274.5%
+27.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -4.4% | +1.3% | -5.6% | -4.6% |
| 30D | +14.7% | +8.2% | +6.6% | +12.8% |
| 3M | +32.4% | +3.8% | +28.5% | +30.9% |
| 6M | +36.9% | +15.3% | +21.6% | +32.3% |
| YTD | -8.8% | +41.7% | -50.6% | -15.8% |
| 1Y | -15.3% | +23.6% | -38.8% | -19.6% |
| 3Y | -21.2% | +23.3% | -44.5% | -26.2% |
| 5Y | -29.5% | +170.4% | -199.9% | -46.2% |
| 10Y | +120.0% | +125.5% | -5.5% | +55.1% |
| All | +302.1% | +274.5% | +27.6% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling