-12.2%
TLT vs WDAY
+129.5%
-141.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.7% | -4.8% | +2.1% | -2.7% |
| 30D | +2.2% | +2.5% | -0.3% | +2.1% |
| 3M | -1.7% | +8.8% | -10.5% | -1.7% |
| 6M | -4.0% | +60.7% | -64.7% | -4.0% |
| YTD | -4.9% | -11.2% | +6.3% | -4.9% |
| 1Y | -7.4% | -15.6% | +8.2% | -7.4% |
| 3Y | +3.0% | -17.1% | +20.2% | +3.1% |
| 5Y | -35.1% | -35.7% | +0.6% | -36.1% |
| All | -12.2% | +129.5% | -141.7% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 10y: compounded portfolio wealth divided by compounded WDAY 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…
10y analysis · Full analysis span regression · 6 months rolling