+706.7%
ETN vs WDAY
+114.9%
+591.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.6% | +3.9% |
| 7D | +3.5% | -5.2% | +8.7% | +4.4% |
| 30D | -7.5% | +5.9% | -13.5% | -9.1% |
| 3M | +8.3% | +42.3% | -33.9% | -0.6% |
| 6M | +20.2% | +34.7% | -14.5% | +9.8% |
| YTD | +34.7% | -13.5% | +48.2% | +36.4% |
| 1Y | +19.4% | -18.1% | +37.5% | +22.1% |
| 3Y | +85.5% | -26.4% | +111.9% | +90.8% |
| 5Y | +186.6% | -30.6% | +217.2% | +190.5% |
| All | +706.7% | +114.9% | +591.8% | +499.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 10y: compounded portfolio wealth divided by compounded WDAY 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…
10y analysis · Full analysis span regression · 6 months rolling