+144.0%
WDAY vs EWT
+448.9%
-305.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.8% | +9.1% | -7.3% | -3.0% |
| 30D | +4.1% | -12.2% | +16.3% | +10.3% |
| 3M | -4.8% | -9.4% | +4.6% | -1.6% |
| 6M | +68.6% | +2.7% | +66.0% | +55.2% |
| YTD | -8.5% | +53.3% | -61.8% | -38.3% |
| 1Y | -12.1% | +59.2% | -71.3% | -42.5% |
| 3Y | -13.2% | +157.1% | -170.3% | -63.4% |
| 5Y | -33.7% | +119.6% | -153.3% | -68.1% |
| All | +144.0% | +448.9% | -305.0% | -47.1% |
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