-16.6%
WDAY vs ESTC
+0.3%
-16.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -4.1% |
| 7D | -4.0% | -1.2% | -2.8% | -3.6% |
| 30D | +1.9% | -8.1% | +10.1% | +5.8% |
| 3M | +5.9% | +20.2% | -14.3% | -7.6% |
| 6M | +48.8% | +72.7% | -23.9% | +7.0% |
| YTD | -11.4% | +19.6% | -31.1% | -31.7% |
| All | -16.6% | +0.3% | -16.9% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling