-26.2%
WDAY vs EWZ
+45.8%
-72.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -7.4% | -0.1% | -7.3% | -7.4% |
| 30D | +1.0% | +8.2% | -7.2% | +0.1% |
| 3M | +32.7% | +13.3% | +19.4% | +30.4% |
| 6M | +25.6% | +3.6% | +22.0% | +24.5% |
| YTD | -13.4% | +21.0% | -34.3% | -18.7% |
| 1Y | -19.4% | +34.7% | -54.0% | -27.5% |
| All | -26.2% | +45.8% | -72.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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