+291.5%
WDAY vs ETR
+458.2%
-166.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -4.8% | +1.5% | -6.3% | -5.1% |
| 30D | +2.5% | +6.6% | -4.1% | +0.9% |
| 3M | +8.8% | +4.4% | +4.3% | +7.5% |
| 6M | +60.7% | -0.3% | +61.0% | +59.8% |
| YTD | -11.2% | +23.3% | -34.6% | -17.4% |
| 1Y | -15.6% | +18.9% | -34.5% | -20.7% |
| 3Y | -17.1% | +155.5% | -172.6% | -39.4% |
| 5Y | -35.7% | +159.9% | -195.6% | -53.7% |
| 10Y | +130.4% | +377.6% | -247.2% | +47.4% |
| All | +291.5% | +458.2% | -166.7% | +136.8% |
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