+36.9%
WDAY vs ESI
+7.2%
+29.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.9% | -8.3% | -4.1% |
| 7D | -4.4% | +3.3% | -7.7% | -2.9% |
| 30D | +14.7% | -5.9% | +20.6% | +12.5% |
| 3M | +32.4% | -14.1% | +46.5% | +26.6% |
| 6M | +36.9% | +6.6% | +30.3% | +35.9% |
| All | +36.9% | +7.2% | +29.7% | +35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling