-25.7%
WDAY vs EWT
+199.6%
-225.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.8% |
| 7D | -6.1% | +1.6% | -7.7% | -6.3% |
| 30D | +3.7% | +8.2% | -4.5% | +2.6% |
| 3M | +29.6% | +11.1% | +18.5% | +26.5% |
| 6M | +23.3% | +60.4% | -37.1% | +5.5% |
| YTD | -13.3% | +75.6% | -88.8% | -29.3% |
| 1Y | -19.6% | +91.3% | -111.0% | -37.3% |
| 3Y | -25.7% | +200.3% | -226.0% | -56.0% |
| All | -25.7% | +199.6% | -225.3% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling