-9.9%
WDAY vs EOSE
-60.2%
+50.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | -0.4% |
| 7D | -10.5% | +14.0% | -24.5% | -11.1% |
| 30D | +2.1% | -5.9% | +8.0% | +2.1% |
| 3M | +34.6% | -34.3% | +68.9% | +36.2% |
| 6M | +29.9% | -37.8% | +67.7% | +30.4% |
| YTD | -13.8% | -65.2% | +51.4% | -11.9% |
| 1Y | -18.3% | -41.9% | +23.6% | -19.8% |
| 3Y | -26.2% | +44.6% | -70.7% | -35.6% |
| 5Y | -30.8% | -69.2% | +38.4% | -42.6% |
| All | -9.9% | -60.2% | +50.3% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling