+111.5%
WDAY vs ENTG
+778.5%
-667.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.6% |
| 7D | -10.5% | +5.1% | -15.7% | -12.0% |
| 30D | +2.1% | -8.5% | +10.6% | +3.9% |
| 3M | +34.6% | +6.7% | +27.9% | +23.6% |
| 6M | +29.9% | +17.7% | +12.2% | +11.3% |
| YTD | -13.8% | +63.5% | -77.3% | -36.7% |
| 1Y | -18.3% | +73.6% | -91.9% | -42.7% |
| 3Y | -26.2% | +44.6% | -70.7% | -49.7% |
| 5Y | -30.8% | +16.1% | -46.9% | -51.9% |
| All | +111.5% | +778.5% | -667.0% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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