-30.6%
WDAY vs EWZ
+59.6%
-90.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -5.2% | +0.9% | -6.0% | -5.3% |
| 30D | +5.9% | +12.8% | -6.8% | +3.4% |
| 3M | +42.3% | +10.8% | +31.5% | +39.0% |
| 6M | +34.7% | +2.5% | +32.2% | +33.2% |
| YTD | -13.5% | +21.4% | -34.9% | -19.0% |
| 1Y | -18.1% | +32.8% | -50.9% | -25.5% |
| 3Y | -26.4% | +45.2% | -71.6% | -35.7% |
| All | -30.6% | +59.6% | -90.3% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling