-35.3%
WDAY vs EWT
+127.6%
-162.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.6% | -0.7% |
| 7D | -5.3% | +3.2% | -8.5% | -6.7% |
| 30D | +1.5% | -12.3% | +13.9% | +6.0% |
| 3M | +5.5% | -3.6% | +9.1% | +5.7% |
| 6M | +57.4% | +3.1% | +54.3% | +48.3% |
| YTD | -11.0% | +57.7% | -68.7% | -37.1% |
| 1Y | -15.8% | +60.3% | -76.0% | -41.2% |
| 3Y | -16.9% | +163.4% | -180.3% | -64.3% |
| 5Y | -35.3% | +127.4% | -162.7% | -68.0% |
| All | -35.3% | +127.6% | -162.8% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling