-21.8%
WDAY vs EW
+16.7%
-38.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -4.4% | -0.3% | -4.0% | -4.3% |
| 30D | +14.7% | +1.0% | +13.7% | +14.6% |
| 3M | +32.4% | +2.8% | +29.6% | +31.9% |
| 6M | +36.9% | +5.5% | +31.4% | +35.9% |
| YTD | -8.8% | +5.5% | -14.3% | -9.5% |
| 1Y | -15.3% | +11.0% | -26.3% | -16.4% |
| All | -21.8% | +16.7% | -38.5% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling