+145.7%
WDAY vs ESI
+224.6%
-78.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.9% | -8.3% | -6.2% |
| 7D | -4.4% | +3.3% | -7.7% | -5.3% |
| 30D | +14.7% | -5.9% | +20.6% | +16.3% |
| 3M | +32.4% | -14.1% | +46.5% | +34.8% |
| 6M | +36.9% | +6.6% | +30.3% | +28.0% |
| YTD | -8.8% | +45.0% | -53.9% | -23.2% |
| 1Y | -15.3% | +41.5% | -56.7% | -28.4% |
| 3Y | -21.2% | +78.8% | -100.0% | -39.8% |
| 5Y | -29.5% | +70.9% | -100.4% | -45.9% |
| 10Y | +120.0% | +317.1% | -197.0% | +23.3% |
| All | +145.7% | +224.6% | -78.9% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling