+111.5%
WDAY vs EWT
+512.3%
-400.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.9% |
| 7D | -10.5% | -1.1% | -9.5% | -10.1% |
| 30D | +2.1% | +4.8% | -2.7% | -0.8% |
| 3M | +34.6% | +11.1% | +23.5% | +22.3% |
| 6M | +29.9% | +54.6% | -24.7% | -8.4% |
| YTD | -13.8% | +71.4% | -85.3% | -44.4% |
| 1Y | -18.3% | +82.1% | -100.4% | -49.9% |
| 3Y | -26.2% | +193.2% | -219.4% | -70.7% |
| 5Y | -30.8% | +146.1% | -176.9% | -68.2% |
| All | +111.5% | +512.3% | -400.8% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling