-17.7%
WDAY vs ETHA
-30.1%
+12.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -7.4% | +2.9% | -10.3% | -7.6% |
| 30D | +1.0% | +31.4% | -30.4% | -1.9% |
| 3M | +32.7% | +48.9% | -16.2% | +26.9% |
| 6M | +25.6% | +20.9% | +4.7% | +22.1% |
| YTD | -13.4% | -17.2% | +3.8% | -12.9% |
| 1Y | -19.4% | -42.8% | +23.4% | -16.1% |
| All | -17.7% | -30.1% | +12.4% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling