-15.5%
WDAY vs ETR
+155.6%
-171.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.2% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | +1.5% | +7.7% | -6.1% | +2.8% |
| 3M | +5.5% | +5.7% | -0.3% | +6.5% |
| 6M | +57.4% | -0.3% | +57.7% | +58.2% |
| YTD | -11.0% | +23.4% | -34.4% | -11.0% |
| 1Y | -15.8% | +18.5% | -34.3% | -15.5% |
| All | -15.5% | +155.6% | -171.1% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling