-31.6%
WDAY vs EW
-28.5%
-3.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.3% | -3.7% |
| 7D | -6.1% | -4.4% | -1.7% | -4.7% |
| 30D | +3.7% | -3.3% | +7.0% | +4.9% |
| 3M | +29.6% | +1.0% | +28.6% | +29.2% |
| 6M | +23.3% | +6.2% | +17.1% | +21.0% |
| YTD | -13.3% | +1.7% | -15.0% | -14.1% |
| 1Y | -19.6% | +8.1% | -27.8% | -22.1% |
| 3Y | -25.7% | +17.1% | -42.8% | -35.7% |
| 5Y | -31.6% | -29.4% | -2.2% | -26.2% |
| All | -31.6% | -28.5% | -3.1% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling