-13.2%
WDAY vs ESTC
+14.8%
-28.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.1% | +3.4% |
| 7D | +1.8% | +2.4% | -0.6% | +0.9% |
| 30D | +4.1% | -4.2% | +8.3% | +5.0% |
| 3M | -4.8% | +2.5% | -7.3% | -6.7% |
| 6M | +68.6% | +81.5% | -12.9% | +40.6% |
| YTD | -8.5% | +16.8% | -25.4% | -16.0% |
| 1Y | -12.1% | -3.5% | -8.6% | -16.5% |
| 3Y | -13.2% | +17.7% | -30.9% | -18.0% |
| All | -13.2% | +14.8% | -28.0% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling