-28.6%
WDAY vs ESTC
-46.4%
+17.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.5% | -0.9% | -3.7% |
| 7D | -4.4% | -8.1% | +3.7% | -1.4% |
| 30D | +14.7% | +31.7% | -16.9% | +3.3% |
| 3M | +32.4% | +41.1% | -8.7% | +16.4% |
| 6M | +36.9% | +77.1% | -40.2% | +11.5% |
| YTD | -8.8% | +21.7% | -30.5% | -16.3% |
| 1Y | -15.3% | +8.4% | -23.7% | -20.3% |
| 3Y | -21.2% | +23.6% | -44.8% | -37.1% |
| All | -28.6% | -46.4% | +17.7% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling