-2.1%
TLT vs WDAY
+301.5%
-303.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | -0.1% |
| 7D | +0.1% | -2.5% | +2.6% | +0.1% |
| 30D | +6.2% | +4.7% | +1.5% | +6.3% |
| 3M | +0.1% | +13.3% | -13.3% | +0.3% |
| 6M | -3.0% | +57.3% | -60.3% | -2.0% |
| YTD | -2.7% | -10.2% | +7.5% | -2.8% |
| 1Y | -4.8% | -14.1% | +9.2% | -4.9% |
| 3Y | +6.9% | -11.7% | +18.6% | +7.2% |
| 5Y | -34.5% | -33.5% | -1.0% | -35.3% |
| 10Y | -17.3% | +133.1% | -150.3% | -10.5% |
| All | -2.1% | +301.5% | -303.5% | +9.3% |
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