-31.1%
WDAY vs ENTG
+21.6%
-52.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -7.4% | +8.9% | -16.3% | -8.9% |
| 30D | +1.0% | -0.8% | +1.8% | +0.7% |
| 3M | +32.7% | +6.6% | +26.1% | +25.2% |
| 6M | +25.6% | +22.1% | +3.5% | +11.3% |
| YTD | -13.4% | +70.2% | -83.5% | -32.6% |
| 1Y | -19.4% | +76.7% | -96.1% | -39.1% |
| 3Y | -25.8% | +50.5% | -76.2% | -46.1% |
| 5Y | -31.1% | +21.8% | -52.9% | -48.9% |
| All | -31.1% | +21.6% | -52.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling