-3.3%
TLT vs WDAY
+293.1%
-296.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.3% | -4.6% | +4.3% | -0.4% |
| 30D | +3.7% | +1.2% | +2.5% | +3.7% |
| 3M | -0.7% | +2.6% | -3.2% | -0.6% |
| 6M | -4.2% | +47.8% | -52.0% | -3.4% |
| YTD | -4.0% | -12.1% | +8.1% | -4.0% |
| 1Y | -5.8% | -17.1% | +11.3% | -6.0% |
| 3Y | +4.1% | -17.9% | +22.0% | +4.2% |
| 5Y | -34.8% | -35.1% | +0.3% | -35.6% |
| 10Y | -12.3% | +130.1% | -142.5% | -5.1% |
| All | -3.3% | +293.1% | -296.4% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling