-31.0%
WDAY vs ETR
+125.6%
-156.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.0% | -4.9% |
| 7D | -6.1% | +1.4% | -7.5% | -6.2% |
| 30D | +3.7% | +1.9% | +1.8% | +3.6% |
| 3M | +29.6% | +1.0% | +28.6% | +29.2% |
| 6M | +23.3% | +4.8% | +18.5% | +21.8% |
| YTD | -13.3% | +19.5% | -32.8% | -16.6% |
| 1Y | -19.6% | +28.1% | -47.7% | -23.9% |
| 3Y | -25.7% | +151.1% | -176.8% | -41.2% |
| All | -31.0% | +125.6% | -156.6% | -43.2% |
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