-20.8%
WDAY vs ES
+29.7%
-50.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.4% |
| 7D | -4.4% | +0.3% | -4.7% | -4.4% |
| 30D | +14.7% | -2.0% | +16.7% | +14.8% |
| 3M | +32.4% | +1.7% | +30.7% | +32.4% |
| 6M | +36.9% | -3.5% | +40.4% | +37.7% |
| YTD | -8.8% | +7.9% | -16.7% | -9.4% |
| 1Y | -15.3% | +17.2% | -32.5% | -16.7% |
| All | -20.8% | +29.7% | -50.5% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling