+290.7%
WDAY vs EW
+628.2%
-337.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.4% |
| 7D | -4.0% | +12.3% | -16.3% | -8.3% |
| 30D | +1.9% | +22.9% | -20.9% | -6.0% |
| 3M | +5.9% | +16.7% | -10.8% | -0.6% |
| 6M | +48.8% | +31.0% | +17.8% | +33.6% |
| YTD | -11.4% | +22.8% | -34.3% | -19.0% |
| 1Y | -15.5% | +25.6% | -41.1% | -23.4% |
| 3Y | -15.6% | +62.0% | -77.6% | -36.1% |
| 5Y | -35.2% | -12.8% | -22.4% | -36.8% |
| 10Y | +123.9% | +239.8% | -115.9% | +29.7% |
| All | +290.7% | +628.2% | -337.5% | +84.4% |
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