-11.7%
WDAY vs ES
+46.3%
-58.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -3.6% |
| 7D | -2.5% | +1.9% | -4.4% | -2.5% |
| 30D | +4.7% | +7.1% | -2.4% | +4.6% |
| 3M | +13.3% | -1.9% | +15.3% | +13.3% |
| 6M | +57.3% | +4.4% | +53.0% | +57.7% |
| YTD | -10.2% | +7.3% | -17.5% | -10.3% |
| 1Y | -14.1% | +2.1% | -16.2% | -14.0% |
| 3Y | -11.7% | +41.8% | -53.5% | -13.2% |
| All | -11.7% | +46.3% | -58.0% | -13.2% |
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