+113.3%
WDAY vs EW
+121.7%
-8.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -7.4% | -5.1% | -2.3% | -5.3% |
| 30D | +1.0% | -6.4% | +7.4% | +3.8% |
| 3M | +32.7% | -1.6% | +34.2% | +33.6% |
| 6M | +25.6% | +2.3% | +23.3% | +24.3% |
| YTD | -13.4% | +1.1% | -14.5% | -14.3% |
| 1Y | -19.4% | +8.0% | -27.4% | -22.6% |
| 3Y | -25.8% | +16.3% | -42.1% | -36.5% |
| 5Y | -31.1% | -29.4% | -1.7% | -26.1% |
| 10Y | +113.3% | +125.6% | -12.3% | +39.6% |
| All | +113.3% | +121.7% | -8.4% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling