-15.3%
WDAY vs EWT
+99.0%
-114.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.2% | -4.9% |
| 7D | -4.4% | +4.0% | -8.3% | -3.4% |
| 30D | +14.7% | +10.3% | +4.4% | +17.6% |
| 3M | +32.4% | +6.1% | +26.3% | +36.6% |
| 6M | +36.9% | +56.6% | -19.8% | +41.9% |
| YTD | -8.8% | +76.6% | -85.4% | -9.3% |
| 1Y | -15.3% | +97.9% | -113.2% | -9.8% |
| All | -15.3% | +99.0% | -114.3% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling