-18.3%
WDAY vs ETHA
-44.4%
+26.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -10.5% | -2.4% | -8.1% | -10.4% |
| 30D | +2.1% | +30.9% | -28.8% | -0.2% |
| 3M | +34.6% | +51.1% | -16.5% | +29.9% |
| 6M | +29.9% | +20.5% | +9.4% | +26.7% |
| YTD | -13.8% | -17.3% | +3.4% | -14.3% |
| All | -18.3% | -44.4% | +26.0% | -16.8% |
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