+113.3%
WDAY vs ESI
+308.3%
-195.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -7.4% | +3.9% | -11.3% | -8.5% |
| 30D | +1.0% | -3.8% | +4.8% | +1.8% |
| 3M | +32.7% | -13.1% | +45.8% | +34.8% |
| 6M | +25.6% | +11.3% | +14.3% | +14.3% |
| YTD | -13.4% | +44.1% | -57.5% | -29.4% |
| 1Y | -19.4% | +40.3% | -59.7% | -34.0% |
| 3Y | -25.8% | +84.1% | -109.8% | -47.3% |
| 5Y | -31.1% | +75.8% | -106.9% | -51.0% |
| 10Y | +113.3% | +320.7% | -207.4% | +3.4% |
| All | +113.3% | +308.3% | -195.0% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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