-31.1%
WDAY vs EWT
+152.9%
-184.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -7.4% | +2.1% | -9.5% | -8.2% |
| 30D | +1.0% | +9.4% | -8.4% | -2.6% |
| 3M | +32.7% | +10.9% | +21.8% | +24.3% |
| 6M | +25.6% | +57.9% | -32.4% | -6.1% |
| YTD | -13.4% | +75.9% | -89.3% | -40.5% |
| 1Y | -19.4% | +89.7% | -109.1% | -47.8% |
| 3Y | -25.8% | +200.9% | -226.6% | -69.5% |
| 5Y | -31.1% | +154.5% | -185.6% | -66.9% |
| All | -31.1% | +152.9% | -184.0% | -66.9% |
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