+302.1%
WDAY vs ETR
+434.9%
-132.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -4.4% | +1.4% | -5.8% | -4.7% |
| 30D | +14.7% | +1.0% | +13.8% | +14.4% |
| 3M | +32.4% | -1.3% | +33.6% | +32.3% |
| 6M | +36.9% | +1.9% | +35.0% | +34.7% |
| YTD | -8.8% | +18.2% | -27.0% | -14.2% |
| 1Y | -15.3% | +24.7% | -40.0% | -21.6% |
| 3Y | -21.2% | +150.7% | -171.9% | -42.3% |
| 5Y | -29.5% | +127.0% | -156.5% | -47.2% |
| 10Y | +120.0% | +295.5% | -175.4% | +45.4% |
| All | +302.1% | +434.9% | -132.8% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling