+302.1%
WDAY vs EWZ
+30.0%
+272.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | -4.4% | +6.5% | -10.9% | -6.2% |
| 30D | +14.7% | +4.8% | +9.9% | +13.0% |
| 3M | +32.4% | +9.9% | +22.5% | +28.1% |
| 6M | +36.9% | +1.9% | +34.9% | +34.6% |
| YTD | -8.8% | +20.3% | -29.1% | -15.4% |
| 1Y | -15.3% | +35.6% | -50.9% | -24.7% |
| 3Y | -21.2% | +43.4% | -64.6% | -32.0% |
| 5Y | -29.5% | +55.9% | -85.5% | -42.3% |
| 10Y | +120.0% | +84.2% | +35.9% | +58.1% |
| All | +302.1% | +30.0% | +272.1% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling