+303.5%
WDAY vs EWZ
+10.6%
+292.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.7% | +2.6% |
| 7D | +1.8% | +0.8% | +1.1% | +1.6% |
| 30D | +4.1% | -24.4% | +28.4% | +11.9% |
| 3M | -4.8% | -4.6% | -0.3% | -4.9% |
| 6M | +68.6% | -11.6% | +80.2% | +71.4% |
| YTD | -8.5% | +2.4% | -10.9% | -12.2% |
| 1Y | -12.1% | +2.1% | -14.2% | -15.8% |
| 3Y | -13.2% | +18.7% | -31.9% | -21.7% |
| 5Y | -33.7% | +54.2% | -87.9% | -46.4% |
| 10Y | +137.4% | +65.9% | +71.6% | +73.8% |
| All | +303.5% | +10.6% | +292.8% | +192.7% |
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