+296.2%
WDAY vs ES
+193.1%
+103.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -3.0% |
| 7D | -2.5% | +1.9% | -4.4% | -2.9% |
| 30D | +4.7% | +7.1% | -2.4% | +3.2% |
| 3M | +13.3% | -1.9% | +15.3% | +13.7% |
| 6M | +57.3% | +4.4% | +53.0% | +55.6% |
| YTD | -10.2% | +7.3% | -17.5% | -12.1% |
| 1Y | -14.1% | +2.1% | -16.2% | -15.2% |
| 3Y | -11.7% | +41.8% | -53.5% | -20.9% |
| 5Y | -33.5% | +1.4% | -34.9% | -35.3% |
| 10Y | +133.1% | +86.8% | +46.3% | +102.8% |
| All | +296.2% | +193.1% | +103.1% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling