+303.5%
WDAY vs ETR
+457.6%
-154.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.2% | +3.1% |
| 7D | +1.8% | +1.2% | +0.7% | +1.6% |
| 30D | +4.1% | +7.0% | -2.9% | +2.4% |
| 3M | -4.8% | +4.6% | -9.4% | -6.0% |
| 6M | +68.6% | +0.1% | +68.5% | +67.5% |
| YTD | -8.5% | +23.2% | -31.7% | -14.8% |
| 1Y | -12.1% | +20.6% | -32.7% | -17.7% |
| 3Y | -13.2% | +156.3% | -169.5% | -36.6% |
| 5Y | -33.7% | +159.6% | -193.4% | -52.3% |
| 10Y | +137.4% | +377.1% | -239.7% | +51.9% |
| All | +303.5% | +457.6% | -154.2% | +144.1% |
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 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