-15.3%
WDAY vs ET
+31.4%
-46.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.3% |
| 7D | -4.4% | +0.9% | -5.3% | -4.2% |
| 30D | +14.7% | +7.5% | +7.3% | +15.9% |
| 3M | +32.4% | +11.4% | +21.0% | +33.3% |
| 6M | +36.9% | +18.5% | +18.3% | +40.3% |
| YTD | -8.8% | +37.4% | -46.2% | -5.4% |
| 1Y | -15.3% | +30.9% | -46.2% | -13.3% |
| All | -15.3% | +31.4% | -46.7% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling