+119.3%
WDAY vs ES
+83.4%
+35.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | -4.4% | +0.3% | -4.7% | -4.4% |
| 30D | +14.7% | -2.0% | +16.7% | +15.2% |
| 3M | +32.4% | +1.7% | +30.7% | +31.9% |
| 6M | +36.9% | -3.5% | +40.4% | +37.6% |
| YTD | -8.8% | +7.9% | -16.7% | -11.0% |
| 1Y | -15.3% | +17.2% | -32.5% | -19.4% |
| 3Y | -21.2% | +29.3% | -50.5% | -28.4% |
| 5Y | -29.5% | -5.7% | -23.8% | -30.1% |
| All | +119.3% | +83.4% | +35.9% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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