-30.8%
WDAY vs ET
+241.7%
-272.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -10.5% | +1.4% | -11.9% | -10.9% |
| 30D | +2.1% | +4.6% | -2.5% | +0.7% |
| 3M | +34.6% | +16.0% | +18.6% | +28.7% |
| 6M | +29.9% | +22.8% | +7.1% | +21.7% |
| YTD | -13.8% | +38.9% | -52.7% | -22.5% |
| 1Y | -18.3% | +34.1% | -52.4% | -25.7% |
| 3Y | -26.2% | +98.8% | -125.0% | -41.0% |
| 5Y | -30.8% | +246.8% | -277.6% | -48.6% |
| All | -30.8% | +241.7% | -272.5% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling