-19.8%
TLT vs WDAY
+111.3%
-131.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.6% |
| 7D | -0.3% | -7.4% | +7.1% | -0.2% |
| 30D | 0.0% | +1.0% | -1.0% | 0.0% |
| 3M | -2.9% | +32.7% | -35.5% | -2.9% |
| 6M | -6.3% | +25.6% | -31.9% | -6.3% |
| YTD | -3.3% | -13.4% | +10.0% | -3.3% |
| 1Y | -4.2% | -19.4% | +15.2% | -4.2% |
| 3Y | -1.7% | -25.8% | +24.1% | -1.7% |
| 5Y | -34.9% | -31.1% | -3.8% | -35.7% |
| 10Y | -19.8% | +113.3% | -133.1% | -17.8% |
| All | -19.8% | +111.3% | -131.1% | -17.8% |
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