-35.3%
WDAY vs ETR
+158.0%
-193.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.1% |
| 3M | +5.5% | +5.7% | -0.3% | +5.1% |
| 6M | +57.4% | -0.3% | +57.7% | +57.4% |
| YTD | -11.0% | +23.4% | -34.4% | -14.7% |
| 1Y | -15.8% | +18.5% | -34.3% | -18.6% |
| 3Y | -16.9% | +155.6% | -172.5% | -34.6% |
| 5Y | -35.3% | +158.7% | -193.9% | -48.1% |
| All | -35.3% | +158.0% | -193.3% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling