-3.7%
TLT vs WDAY
-19.8%
+16.1%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | 0.0% |
| 7D | +0.4% | -6.1% | +6.5% | +0.4% |
| 30D | -0.3% | +3.7% | -4.0% | -0.3% |
| 3M | -1.7% | +29.6% | -31.3% | -1.5% |
| 6M | -4.9% | +23.3% | -28.2% | -4.9% |
| YTD | -2.8% | -13.3% | +10.5% | -3.9% |
| All | -3.7% | -19.8% | +16.1% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling