+1,199.0%
ETN vs WDAY
+287.7%
+911.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.9% | +7.6% | +3.6% |
| 7D | +8.0% | -6.1% | +14.1% | +9.1% |
| 30D | -5.9% | +3.7% | -9.6% | -7.2% |
| 3M | +5.0% | +29.6% | -24.6% | -1.8% |
| 6M | +22.4% | +23.3% | -0.9% | +14.1% |
| YTD | +33.6% | -13.3% | +46.9% | +34.2% |
| 1Y | +22.1% | -19.6% | +41.8% | +24.3% |
| 3Y | +85.6% | -25.7% | +111.3% | +88.9% |
| 5Y | +179.2% | -31.6% | +210.8% | +181.4% |
| 10Y | +687.3% | +109.9% | +577.4% | +489.9% |
| All | +1,199.0% | +287.7% | +911.4% | +786.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling