+25.8%
TMO vs WDAY
-15.6%
+41.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.2% |
| 7D | -1.4% | -4.4% | +3.0% | -0.9% |
| 30D | +6.2% | +14.7% | -8.5% | +4.6% |
| 3M | +27.5% | +32.4% | -4.9% | +23.1% |
| 6M | +20.0% | +36.9% | -16.9% | +13.8% |
| YTD | +6.1% | -8.8% | +15.0% | +1.9% |
| 1Y | +25.8% | -15.3% | +41.1% | +21.7% |
| All | +25.8% | -15.6% | +41.4% | +21.7% |
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