+112.2%
WDAY vs ETR
+296.9%
-184.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -5.2% | -1.8% | -3.3% | -4.7% |
| 30D | +5.9% | -1.8% | +7.7% | +6.3% |
| 3M | +42.3% | -3.6% | +45.8% | +43.0% |
| 6M | +34.7% | +2.6% | +32.1% | +31.9% |
| YTD | -13.5% | +16.0% | -29.6% | -18.9% |
| 1Y | -18.1% | +20.1% | -38.2% | -24.1% |
| 3Y | -26.4% | +143.6% | -170.0% | -48.0% |
| 5Y | -30.6% | +124.4% | -154.9% | -50.0% |
| All | +112.2% | +296.9% | -184.6% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling