-31.6%
WDAY vs ESI
+77.4%
-109.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.4% | -5.0% |
| 7D | -6.1% | +5.4% | -11.5% | -7.3% |
| 30D | +3.7% | -4.2% | +7.9% | +4.5% |
| 3M | +29.6% | -9.6% | +39.2% | +29.4% |
| 6M | +23.3% | +18.3% | +5.0% | +8.5% |
| YTD | -13.3% | +45.8% | -59.1% | -31.2% |
| 1Y | -19.6% | +39.2% | -58.8% | -35.4% |
| 3Y | -25.7% | +86.3% | -111.9% | -51.3% |
| 5Y | -31.6% | +76.2% | -107.8% | -55.5% |
| All | -31.6% | +77.4% | -109.0% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling