-33.7%
TLT vs WDAY
-28.8%
-4.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.5% | +0.4% |
| 7D | -0.4% | -4.4% | +3.9% | -0.3% |
| 30D | -0.6% | +14.7% | -15.3% | -1.1% |
| 3M | -2.7% | +32.4% | -35.1% | -3.9% |
| 6M | -5.6% | +36.9% | -42.5% | -7.0% |
| YTD | -2.8% | -8.8% | +6.1% | -2.4% |
| 1Y | -1.4% | -15.3% | +13.9% | -0.8% |
| 3Y | -1.6% | -21.2% | +19.6% | -1.4% |
| All | -33.7% | -28.8% | -4.9% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling