-9.6%
WDAY vs EOSE
-60.6%
+51.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -5.2% | +1.8% | -7.0% | -5.3% |
| 30D | +5.9% | -6.8% | +12.8% | +6.0% |
| 3M | +42.3% | -36.3% | +78.6% | +44.1% |
| 6M | +34.7% | -38.8% | +73.5% | +35.4% |
| YTD | -13.5% | -65.5% | +52.0% | -11.6% |
| 1Y | -18.1% | -45.3% | +27.2% | -19.3% |
| 3Y | -26.4% | +44.2% | -70.5% | -35.8% |
| 5Y | -30.6% | -69.5% | +38.9% | -42.4% |
| All | -9.6% | -60.6% | +51.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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