+302.1%
WDAY vs ES
+194.7%
+107.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +32.0% |
| 6M | +36.9% | -3.5% | +40.4% | +37.5% |
| YTD | -8.8% | +7.9% | -16.7% | -10.9% |
| 1Y | -15.3% | +17.2% | -32.5% | -19.0% |
| 3Y | -21.2% | +29.3% | -50.5% | -27.7% |
| 5Y | -29.5% | -5.7% | -23.8% | -30.3% |
| 10Y | +120.0% | +85.2% | +34.8% | +91.7% |
| All | +302.1% | +194.7% | +107.4% | +217.4% |
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