+296.2%
WDAY vs EW
+610.3%
-314.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.1% |
| 7D | -2.5% | +11.0% | -13.5% | -6.4% |
| 30D | +4.7% | +19.1% | -14.4% | -2.3% |
| 3M | +13.3% | +14.4% | -1.0% | +7.2% |
| 6M | +57.3% | +22.8% | +34.5% | +44.9% |
| YTD | -10.2% | +19.8% | -30.0% | -17.0% |
| 1Y | -14.1% | +23.9% | -38.0% | -21.7% |
| 3Y | -11.7% | +52.2% | -63.9% | -31.3% |
| 5Y | -33.5% | -13.9% | -19.5% | -34.8% |
| 10Y | +133.1% | +241.9% | -108.8% | +35.1% |
| All | +296.2% | +610.3% | -314.1% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling