+303.5%
WDAY vs EOG
+311.2%
-7.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.7% |
| 7D | +1.8% | +7.6% | -5.8% | +0.4% |
| 30D | +4.1% | +3.4% | +0.7% | +3.2% |
| 3M | -4.8% | +12.7% | -17.6% | -7.4% |
| 6M | +68.6% | +19.0% | +49.6% | +61.9% |
| YTD | -8.5% | +55.6% | -64.1% | -17.2% |
| 1Y | -12.1% | +49.5% | -61.6% | -19.9% |
| 3Y | -13.2% | +43.2% | -56.3% | -21.1% |
| 5Y | -33.7% | +111.8% | -145.6% | -46.3% |
| 10Y | +137.4% | +140.4% | -2.9% | +65.4% |
| All | +303.5% | +311.2% | -7.7% | +172.1% |
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