-13.5%
WDAY vs ETHA
-31.0%
+17.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.6% |
| 7D | -1.2% | +2.1% | -3.4% | -1.4% |
| 30D | +6.8% | -10.7% | +17.5% | +7.6% |
| 3M | +17.8% | +29.0% | -11.1% | +15.1% |
| 6M | +57.8% | +2.7% | +55.1% | +55.7% |
| YTD | -6.0% | -18.7% | +12.6% | -7.3% |
| 1Y | -13.5% | -24.8% | +11.3% | -14.6% |
| All | -13.5% | -31.0% | +17.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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