-26.4%
WDAY vs EQX
+168.9%
-195.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.3% |
| 7D | -5.2% | -3.2% | -2.0% | -5.1% |
| 30D | +5.9% | +7.8% | -1.8% | +5.9% |
| 3M | +42.3% | +21.3% | +20.9% | +42.4% |
| 6M | +34.7% | -22.4% | +57.1% | +35.0% |
| YTD | -13.5% | -11.3% | -2.2% | -13.8% |
| 1Y | -18.1% | +13.5% | -31.6% | -18.9% |
| 3Y | -26.4% | +162.1% | -188.5% | -28.5% |
| All | -26.4% | +168.9% | -195.3% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling