+175.7%
ETN vs WDAY
-31.8%
+207.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | +3.0% | -10.5% | +13.6% | +4.1% |
| 30D | -10.9% | +2.1% | -13.0% | -11.4% |
| 3M | +9.2% | +34.6% | -25.4% | +4.4% |
| 6M | +13.9% | +29.9% | -16.0% | +8.8% |
| YTD | +29.5% | -13.8% | +43.4% | +35.4% |
| 1Y | +14.2% | -18.3% | +32.5% | +20.4% |
| 3Y | +79.9% | -26.2% | +106.0% | +90.1% |
| 5Y | +175.7% | -30.8% | +206.5% | +192.3% |
| All | +175.7% | -31.8% | +207.4% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling