+37.8%
WDAY vs ESTC
+23.0%
+14.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.9% | -4.5% |
| 7D | -2.5% | -11.5% | +9.0% | +2.1% |
| 30D | +4.7% | -7.5% | +12.2% | +7.4% |
| 3M | +13.3% | +23.1% | -9.7% | +3.3% |
| 6M | +57.3% | +75.3% | -18.0% | +25.8% |
| YTD | -10.2% | +14.1% | -24.3% | -16.1% |
| 1Y | -14.1% | -0.6% | -13.5% | -16.4% |
| 3Y | -11.7% | +20.8% | -32.5% | -30.2% |
| 5Y | -33.5% | -48.8% | +15.3% | -31.8% |
| All | +37.8% | +23.0% | +14.8% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling