-15.3%
WDAY vs ETR
+23.8%
-39.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.7% |
| 7D | -4.4% | +1.4% | -5.8% | -3.4% |
| 30D | +14.7% | +1.0% | +13.8% | +15.7% |
| 3M | +32.4% | -1.3% | +33.6% | +31.7% |
| 6M | +36.9% | +1.9% | +35.0% | +38.8% |
| YTD | -8.8% | +18.2% | -27.0% | -6.2% |
| 1Y | -15.3% | +24.7% | -40.0% | -13.4% |
| All | -15.3% | +23.8% | -39.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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