-25.7%
WDAY vs ENTG
+47.4%
-73.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -4.9% |
| 7D | -6.1% | +8.9% | -15.0% | -6.4% |
| 30D | +3.7% | -7.2% | +10.9% | +4.0% |
| 3M | +29.6% | +6.4% | +23.2% | +26.5% |
| 6M | +23.3% | +25.7% | -2.3% | +15.5% |
| YTD | -13.3% | +67.9% | -81.1% | -25.1% |
| 1Y | -19.6% | +72.4% | -92.0% | -31.8% |
| 3Y | -25.7% | +48.4% | -74.1% | -41.2% |
| All | -25.7% | +47.4% | -73.1% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling